ASYMPTOTIC BEHAVIOR OF THE CONDITIONAL PROBABILITY OF THE NONLINEAR BOUNDARY CROSSING BY A RANDOM WALK

S. A. ALIEV AND T. E. HASHIMOVA

Theory of Stochastic Processes

Vol.16 (32), no.1, 2010, pp.12-16


We study the asymptotic behavior of the conditional probability of the boundary crossing by a random walk with distribution belonging to the attraction domain of a stable distribution with parameter α.