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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 3, Pages 486–496
(Mi tvp3394)
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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
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
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
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https://www.mathnet.ru/eng/tvp3394 https://www.mathnet.ru/eng/tvp/v21/i3/p486
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Abstract page: | 170 | Full-text PDF : | 88 |
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