Limit theorem for first passage times in the random walk described by the generalization of the autoregressive process

Rahimov, F.H.; Ibadova, I.A.; Farhadova, AYNURƏ

doi:10.29229/uzmj.2020-4-11

Limit theorem for first passage times in the random walk described by the generalization of the autoregressive process

Rahimov F., Ibadova I., Farhadova A.

Uzbek Mathematical Journal, vol.64, no.4, pp.102-110, 2020 (Scopus)

Nəşrin Növü: Article / Article
Cild: 64 Say: 4
Nəşr tarixi: 2020
Doi nömrəsi: 10.29229/uzmj.2020-4-11
jurnalın adı: Uzbek Mathematical Journal
Jurnalın baxıldığı indekslər: Scopus
Səhifə sayı: pp.102-110
Açar sözlər: autoregressive process of order one, central limit theorem, first passage time, Markov random walk
Adres: Bəli

Qısa məlumat

In the paper we prove a central limit theorem for the family of the first passage times beyond a level by a perturbed Markov random walk described by a nonlinear function of the generalization of the autoregressive process of order one (AR (1)).