On asymptotic behavior of the mean value of the first passage time of the level by a random walk described by autoregression process of order one (AR (1))

Jafarova, Hilalə; Ibadova, Irada; Abdurahmanov, Vugar

On asymptotic behavior of the mean value of the first passage time of the level by a random walk described by autoregression process of order one (AR (1))

Jafarova H., Ibadova I. A., Abdurahmanov V. A.

Transactions of National Academy of Sciences of Azerbaijan. Series of Physical-Technical and Mathematical Sciences, vol.35, no.1, pp.47-50, 2015 (Scopus)

Nəşrin Növü: Article / Article
Cild: 35 Say: 1
Nəşr tarixi: 2015
jurnalın adı: Transactions of National Academy of Sciences of Azerbaijan. Series of Physical-Technical and Mathematical Sciences
Jurnalın baxıldığı indekslər: Scopus
Səhifə sayı: pp.47-50
Adres: Yox

Qısa məlumat

In the paper, the first order autoregression process AR (1) with a discrete time is considered. The asymptotics for the mean value of the first passage time of the level by a random walk described by the process AR (1) is found.