F.G. Rahimov, I.A. Ibadova, L.V. Guliyeva.
On one family of first passage times of a Markov random walk described by an autoregressive process AR(1) for nonlinear boundaries
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.
Keywords: First-order autoregressive process, Markov random walk, Central limit theorem, First passage time for a nonlinear boundary
DOI: https://www.doi.org/10.54381/icp.2021.2.07
On one family of first passage times of a Markov random walk described by an autoregressive process AR(1) for nonlinear boundaries
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.
Keywords: First-order autoregressive process, Markov random walk, Central limit theorem, First passage time for a nonlinear boundary
DOI: https://www.doi.org/10.54381/icp.2021.2.07