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Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 3, Pages 464–479
(Mi tvp2583)
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Random walks on the semi-axis. II. Limit distributions of boundary functionals
V. M. Šurenkov Kiev
Abstract:
We prove some limit theorems for the joint distributions of values $\tau_z,x_{\tau_z},i_{\tau_z}(z\to\infty)$, where $\tau_z=\inf\{t\colon x_t\ge z\}$ and $(i_t,x_t)$, $t\ge 0$, is the homogeneous Markov–Feller process in the phase space $\{1,\dots,d\}\times[0,\infty)$ which is additive in the second component and has no negative jumps.
Received: 15.06.1978
Citation:
V. M. Šurenkov, “Random walks on the semi-axis. II. Limit distributions of boundary functionals”, Teor. Veroyatnost. i Primenen., 26:3 (1981), 464–479; Theory Probab. Appl., 26:3 (1982), 452–467
Linking options:
https://www.mathnet.ru/eng/tvp2583 https://www.mathnet.ru/eng/tvp/v26/i3/p464
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