On Strong Law of Large Numbers for the Family of First Passage Times for the Level in Random Walk Described by a Non-Linear Function of Autoregression Process of Order One (AR (1))


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Fərhadova A., Ibadova I.

Caspian Journal of Applied Mathematics, Ecology and Economics , no.7, pp.41-45, 2019 (Peer-Reviewed Journal)

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Abstract. In the paper we prove strong law of large numbers for the family of first passage times for the level in random walk described by a non-linear function of autoregression process of order one (AR (1)).