\u3cp\u3eWe study the asymptotic tail behavior of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk have finite variance. Typically, the asymptotic tail behavior may be described through a regularly varying function with exponent-1/2, where the impact of the boundary is captured by the slowly varying function. Yet, the moving boundary may have a stronger effect when the tail is considered at a time close to the return point of the random walk bridge, leading to a possible phase transition depending on the order of the distance between zero and the moving boundary.\u3c/p\u3
We study a random walk with positive drift in the first quadrant of the plane. For a given connected...
In this paper we obtain lower bounds for the tails of the distributions of the first passage-times f...
For Gauss-Markov processes the asymptotic behaviors of the first passage time probability density fu...
textabstractWe study the asymptotic tail behavior of the first-passage time over a moving boundary f...
Denisov D, Sakhanenko A, Wachtel V. First-passage times over moving boundaries for asymptotically st...
The first passage time (FPT) distribution for random walks in complex networks is calculated through...
We study the first-passage properties of a random walk in the unit interval in which the length of a...
For a class of Gauss-Markov processes the asymptotic behavior of the first passage time (FPT) proba...
Analytic expressions are presented for the characteristic function of the first passage time distrib...
Spreading of epidemic, stochastic resonance, chemical reaction and neuron firing dynamics can be des...
For spreading and diffusion processes, Random Walks (RW) represents a mathe- matical model and can b...
We study a random walk with positive drift in the first quadrant of the plane. For a given connected...
We study a random walk with positive drift in the first quadrant of the plane. For a given connected...
In this paper we obtain lower bounds for the tails of the distributions of the first passage-times f...
For Gauss-Markov processes the asymptotic behaviors of the first passage time probability density fu...
textabstractWe study the asymptotic tail behavior of the first-passage time over a moving boundary f...
Denisov D, Sakhanenko A, Wachtel V. First-passage times over moving boundaries for asymptotically st...
The first passage time (FPT) distribution for random walks in complex networks is calculated through...
We study the first-passage properties of a random walk in the unit interval in which the length of a...
For a class of Gauss-Markov processes the asymptotic behavior of the first passage time (FPT) proba...
Analytic expressions are presented for the characteristic function of the first passage time distrib...
Spreading of epidemic, stochastic resonance, chemical reaction and neuron firing dynamics can be des...
For spreading and diffusion processes, Random Walks (RW) represents a mathe- matical model and can b...
We study a random walk with positive drift in the first quadrant of the plane. For a given connected...
We study a random walk with positive drift in the first quadrant of the plane. For a given connected...
In this paper we obtain lower bounds for the tails of the distributions of the first passage-times f...
For Gauss-Markov processes the asymptotic behaviors of the first passage time probability density fu...