On the Asymptotic Behavior of the Distributions of First-Passage Times, I |
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| Authors: | A A Borovkov |
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| Institution: | 1. Siberian Division of the Russian Academy of Sciences, S. L. Sobolev Mathematics Institute, Novosibirsk
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| Abstract: | In this paper, the asymptotic behavior of and estimates for the distribution of first-passage times for a random walk are obtained in the cases of fixed and increasing levels. In the first part of the paper, the case of zero level is studied. |
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