On the Limit Distributions Associated with Step-kind Boundary Problems

Sherzod M. Mirakhmedov; Anatoliy N. Starscev

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arXiv · 1710.00359

On the Limit Distributions Associated with Step-kind Boundary Problems

Sherzod M. Mirakhmedov·Anatoliy N. Starscev

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Abstract

A random walk generated by a sum of independent identity distributed random variables with positive expectation is considered. The limiting distributions for the first- passage -time of a step-function boundary are derived.

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Sherzod M. Mirakhmedov, Anatoliy N. Starscev. 2017-10-01. On the Limit Distributions Associated with Step-kind Boundary Problems. https://arxiv.org/abs/1710.00359

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