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Teoriya Veroyatnostei i ee Primeneniya, 1973, Volume 18, Issue 1, Pages 164–172 (Mi tvp2690)  

This article is cited in 2 scientific papers (total in 2 papers)

Short Communications

On the joint distribution of random variables connected with fluctuations of a stable process

V. B. Nevzorov

Leningrad
Full-text PDF (432 kB) Citations (2)
Abstract: Let $\xi(t)$, $t\ge0$, be a stable process with characteristic function (1).
The joint distributions of random variables
$$ \overline\xi(t)=\sup_{0\le u\le t}\xi(u),\quad\overline\xi(t)-\xi(t),\quad T(t)=\inf\{u\colon\overline\xi(u)-\overline\xi(t),\quad0\le u\le t\} $$
is obtained.
Received: 07.01.1971
English version:
Theory of Probability and its Applications, 1973, Volume 18, Issue 3, Pages 161–169
DOI: https://doi.org/10.1137/1118014
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. B. Nevzorov, “On the joint distribution of random variables connected with fluctuations of a stable process”, Teor. Veroyatnost. i Primenen., 18:1 (1973), 164–172; Theory Probab. Appl., 18:3 (1973), 161–169
Citation in format AMSBIB
\Bibitem{Nev73}
\by V.~B.~Nevzorov
\paper On the joint distribution of random variables connected with fluctuations of a stable process
\jour Teor. Veroyatnost. i Primenen.
\yr 1973
\vol 18
\issue 1
\pages 164--172
\mathnet{http://mi.mathnet.ru/tvp2690}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=317422}
\zmath{https://zbmath.org/?q=an:0292.60116}
\transl
\jour Theory Probab. Appl.
\yr 1973
\vol 18
\issue 3
\pages 161--169
\crossref{https://doi.org/10.1137/1118014}
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  • https://www.mathnet.ru/eng/tvp/v18/i1/p164
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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