On the Asymptotic Behavior of Distributions of First-Passage Times,II |
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Authors: | Borovkov A. A. |
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Affiliation: | 1. S. L. Sobolev Mathematics Institute, Russian Academy of Sciences, Siberian Division, Russia
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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 with nonzero drift are obtained in the case of passage of zero level (in both directions). |
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Keywords: | |
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