Distribution of some functionals of the integral of a random walk

Ya G. Sinai

doi:10.1007/BF01036528

Distribution of some functionals of the integral of a random walk

Ya G. Sinai

Research output: Contribution to journal › Article › peer-review

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Abstract

The asymptotic behavior of the probabilities associated with the first crossing of a straight line or parabola by the integral of a Brownian curve is studied.

Original language	English (US)
Pages (from-to)	219-241
Number of pages	23
Journal	Theoretical and Mathematical Physics
Volume	90
Issue number	3
DOIs	https://doi.org/10.1007/BF01036528
State	Published - Mar 1992

All Science Journal Classification (ASJC) codes

Statistical and Nonlinear Physics
Mathematical Physics

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10.1007/BF01036528

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title = "Distribution of some functionals of the integral of a random walk",

abstract = "The asymptotic behavior of the probabilities associated with the first crossing of a straight line or parabola by the integral of a Brownian curve is studied.",

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year = "1992",

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journal = "Theoretical and Mathematical Physics",

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AB - The asymptotic behavior of the probabilities associated with the first crossing of a straight line or parabola by the integral of a Brownian curve is studied.

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JO - Theoretical and Mathematical Physics

JF - Theoretical and Mathematical Physics

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Distribution of some functionals of the integral of a random walk

Abstract

All Science Journal Classification (ASJC) codes

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