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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 3, Pages 486–496 (Mi tvp3394)  
This article is cited in 8 scientific papers (total in 8 papers)

On the distribution of the first jump for a process with independent increments

A. A. Mogul'skiĭ

Novosibirsk
Full-text PDF (579 kB) Citations (8)
Abstract: Let $\xi(t)$ be a process with independent increments. In the paper, the limit distribution for the size $\chi$ of the first jump over an «infinite» bound and estimates with absolute constants for $\mathbf M\chi^s$ are obtained.
Received: 15.01.1975
English version:
Theory of Probability and its Applications, 1977, Volume 21, Issue 3, Pages 470–481
DOI: https://doi.org/10.1137/1121060
Bibliographic databases:
Language: Russian
Citation: A. A. Mogul'skiǐ, “On the distribution of the first jump for a process with independent increments”, Teor. Veroyatnost. i Primenen., 21:3 (1976), 486–496; Theory Probab. Appl., 21:3 (1977), 470–481
Citation in format AMSBIB
\Bibitem{Mog76}
\by A.~A.~Mogul'ski{\v\i}
\paper On the distribution of the first jump for a~process with independent increments
\jour Teor. Veroyatnost. i Primenen.
\yr 1976
\vol 21
\issue 3
\pages 486--496
\mathnet{http://mi.mathnet.ru/tvp3394}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=420877}
\zmath{https://zbmath.org/?q=an:0361.60038}
\transl
\jour Theory Probab. Appl.
\yr 1977
\vol 21
\issue 3
\pages 470--481
\crossref{https://doi.org/10.1137/1121060}
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  • https://www.mathnet.ru/eng/tvp/v21/i3/p486
    • This publication is cited in the following 8 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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