On the first passage time of the parabolic boundary by the Markov random walk

Rovshan Telman Aliyev, Fada Rahimov and Aynura Farhadova

Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 17, 6078-6087

Abstract: In this paper, we consider a family of moments of the first passage time of a parabolic boundary by a perturbed Markov random walk described by an autoregressive process AR(1). A central limit theorem is proved for a perturbed Markov random walk, and the limit behavior of this family of moments of crossing the parabolic boundary by this walk is studied.

Date: 2023
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DOI: 10.1080/03610926.2021.2024852

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