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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 2, Pages 419–425
(Mi tvp3053)
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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
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
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
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https://www.mathnet.ru/eng/tvp3053 https://www.mathnet.ru/eng/tvp/v23/i2/p419
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Abstract page: | 163 | Full-text PDF : | 65 |
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