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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 4, Pages 880–885 (Mi tvp2916)  

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
Full-text PDF (316 kB) Citations (1)
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
English version:
Theory of Probability and its Applications, 1980, Volume 24, Issue 4, Pages 876–882
DOI: https://doi.org/10.1137/1124104
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
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\by G.~{\v S}.~Lev
\paper On the distribution of the absorption moment for semimarkov multiplication process
\jour Teor. Veroyatnost. i Primenen.
\yr 1979
\vol 24
\issue 4
\pages 880--885
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=550547}
\zmath{https://zbmath.org/?q=an:0441.60090|0416.60091}
\transl
\jour Theory Probab. Appl.
\yr 1980
\vol 24
\issue 4
\pages 876--882
\crossref{https://doi.org/10.1137/1124104}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1979KW11900022}
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  • https://www.mathnet.ru/eng/tvp/v24/i4/p880
  • This publication is cited in the following 1 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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