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- W4285508509 abstract "Abstract We consider a random walk with zero drift and finite positive variance σ 2 . For positive numbers y , z we find the limit as <m:math xmlns:m=http://www.w3.org/1998/Math/MathML> <m:mi>n</m:mi> <m:mo>→</m:mo> <m:mo>∞</m:mo> </m:math> $nrightarrowinfty$ of the probability that the first exit of the walk from interval <m:math xmlns:m=http://www.w3.org/1998/Math/MathML> <m:mfenced> <m:mrow> <m:mo>-</m:mo> <m:mi>z</m:mi> <m:mi>σ</m:mi> <m:msqrt> <m:mi>n</m:mi> </m:msqrt> <m:mo>,</m:mo> <m:mi>y</m:mi> <m:mi>σ</m:mi> <m:msqrt> <m:mi>n</m:mi> </m:msqrt> </m:mrow> </m:mfenced> </m:math> $left(-zsigmasqrt{n}, ysigmasqrt{n}right)$ occurs through its left end, while the maximum increment of the walk until the exit is smaller than <m:math xmlns:m=http://www.w3.org/1998/Math/MathML> <m:mi>x</m:mi> <m:mi>σ</m:mi> <m:msqrt> <m:mi>n</m:mi> </m:msqrt> </m:math> $xsigmasqrt{n}$ , where x is a positive number. The limit theorem is established for the moment of the first exit of the walk from the indicated interval under the condition that this exit occurs through its left end and the value of the maximum walk increment is bounded." @default.
- W4285508509 created "2022-07-15" @default.
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- W4285508509 date "2021-04-01" @default.
- W4285508509 modified "2023-09-23" @default.
- W4285508509 title "Two-sided problem for the random walk with bounded maximal increment" @default.
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- W4285508509 doi "https://doi.org/10.1515/dma-2021-0008" @default.
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