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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 4, Pages 880–885
(Mi tvp2916)
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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
On the distribution of the absorption moment for semimarkov multiplication process
G. Š. Lev Barnaul
Abstract:
Let $\{\tau_i\}_{i=1}^{\infty}$ and $\{\gamma_i\}_{i=1}^{\infty}$ be independent sequences of independent positive random variables. For the process
$$
Y_n=\gamma_1\gamma_2\dots\gamma_n(x-\xi_n),\quad\text{where}\quad
\xi_n=\sum_{i=1}^n\tau_i/\gamma_1\gamma_2\dots\gamma_{i-1},
$$
we consider a random variable $\zeta(x)=\inf\{n\colon Y_n\le 0\ (Y_0=x)\}$ and investigate its limit distributions when $x\to\infty$.
Received: 06.06.1977
Citation:
G. Š. Lev, “On the distribution of the absorption moment for semimarkov multiplication process”, Teor. Veroyatnost. i Primenen., 24:4 (1979), 880–885; Theory Probab. Appl., 24:4 (1980), 876–882
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https://www.mathnet.ru/eng/tvp2916 https://www.mathnet.ru/eng/tvp/v24/i4/p880
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Abstract page: | 188 | Full-text PDF : | 68 |
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