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