On asymptotic behavior of the mean value of the family of the first exit time of random walk described by a nonlinear function of first order autoregression process (AR (1))
Author/Authors :
Ragimov, Feda G. Institute of Mathematics and Mechanics, Baku, Azerbaijan , Ibadova, Irada A. Institute of Mathematics and Mechanics, Baku, Azerbaijan , Xalilov, Vugar S. Institute of Mathematics and Mechanics, Baku, Azerbaijan
Pages :
5
From page :
134
To page :
138
Abstract :
In the paper we study asymptotic behavior of the mean value of the family of the first exit time
of random walk described by a nonlinear function of first order autoregression process (AR (1))
Keywords :
random walks , first order autoregression process , first exit time
Journal title :
Transactions Issue Mathematics, Azerbaijan National Academy of Sciences
