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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 2, Pages 419–425 (Mi tvp3053)  

This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

Limiting distribution of the exit time out of an expanding interval and of the position at this moment of a process with independent increments and one-signed jumps

V. M. Šurenkov

Kiev
Full-text PDF (360 kB) Citations (1)
Abstract: Let $\xi(t)$ be a process with independent increments and negative jumps starting from a point $x\in(0,T)$ and let $\tau_T$ be the exit time out of the interval $(0,T)$. The limiting distribution (as $T\to\infty$) of the pair $(\tau_T/T^2,\xi(\tau_T))$ is found.
Received: 10.06.1976
English version:
Theory of Probability and its Applications, 1979, Volume 23, Issue 2, Pages 402–407
DOI: https://doi.org/10.1137/1123046
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. M. Šurenkov, “Limiting distribution of the exit time out of an expanding interval and of the position at this moment of a process with independent increments and one-signed jumps”, Teor. Veroyatnost. i Primenen., 23:2 (1978), 419–425; Theory Probab. Appl., 23:2 (1979), 402–407
Citation in format AMSBIB
\Bibitem{Shu78}
\by V.~M.~{\v S}urenkov
\paper Limiting distribution of the exit time out of an expanding interval and of the position at this moment of a~process with independent increments and one-signed jumps
\jour Teor. Veroyatnost. i Primenen.
\yr 1978
\vol 23
\issue 2
\pages 419--425
\mathnet{http://mi.mathnet.ru/tvp3053}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=518318}
\zmath{https://zbmath.org/?q=an:0421.60068|0388.60075}
\transl
\jour Theory Probab. Appl.
\yr 1979
\vol 23
\issue 2
\pages 402--407
\crossref{https://doi.org/10.1137/1123046}
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  • https://www.mathnet.ru/eng/tvp/v23/i2/p419
  • 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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