Title of article :
Strong law of large numbers for a class of first passage time in the first order autoregression (AR (1)) scheme
Author/Authors :
Ibadova, Irada A. Institute of Mathematics and Mechanics of NAS of Azerbaijan, Baku, Azerbaijan , Khalilov, Vugar S. Institute of Mathematics and Mechanics of NAS of Azerbaijan, Baku, Azerbaijan , Farhadova, Aynura D. Baku State University, Baku, Azerbaijan
Pages :
5
From page :
121
To page :
125
Abstract :
In the paper we study strong law of large numbers for the family of the first passage time of random walk described by first order autoregression process (AR (1))
Keywords :
random walks , autoregression process of order one (AR (1)) , first passage time , strong law of large numbers
Journal title :
Transactions Issue Mathematics, Azerbaijan National Academy of Sciences
Serial Year :
2017
Full Text URL :
http://trans.imm.az/volumes/37-1/3701-13.pdf
Record number :
2611404
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=2611404
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