Title of article
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
Serial Year
2016
Full Text URL
Record number
2611251
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