Asymptotics of the Stationary Distribution of an Oscillating Random Walk

Author: Kim D. K.   Lotov V. I.  

Publisher: Springer Publishing Company

ISSN: 0037-4466

Source: Siberian Mathematical Journal, Vol.45, Iss.5, 2004-09, pp. : 915-930

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Abstract

We obtain some theorems on the asymptotics of the stationary distribution of an oscillating random walk with two levels of switching provided that the distance between the levels tends to infinity.