Open AccessOn one family of first passage times of a Markov random walk described by an autoregressive process AR(1) for nonlinear boundaries
Author(s) -
Fada Rahimov,
I.A. Ibadova,
L.V. Guliyeva
Publication year - 2021
Publication title -
informatics and control problems
Language(s) - English
Resource type - Journals
ISSN - 2664-2085
DOI - 10.54381/icp.2021.2.07
Subject(s) - random walk , autoregressive model , markov chain , nonlinear system , mathematics , markov process , statistical physics , limit (mathematics) , econometrics , statistics , mathematical analysis , physics , quantum mechanics
The consider one family of first passage times of a Markov random walk described by a first-order autoregressive process AR(1) for nonlinear boundaries. Limit theorems are proved for a Markov random walk and a family of first passage times of this walk for nonlinear boundaries.
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