Abstract

The consider one family of first passage times of a Markov random walk described by a first-order autoregressive process AR(1) for nonlinear boundaries. Limit theorems are proved for a Markov random walk and a family of first passage times of this walk for nonlinear boundaries.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call