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Short Communications
Conditional distributions of the times of one-sided sequential approximations
A. V. Stepanov Kaliningrad State Technical University
Abstract:
Let $X_1,X_2,\dots$ be a sequence of independent random variables with common continuous distribution function $F(x)$. Let $a$ be an arbitrary point of the support of the underlying probability measure. The present paper deals with random indices of those $X$ which approach point $a$ from the left. Conditional distributions of such random variables are investigated and some limit laws for them are formulated.
Keywords:
moments and values of one-sided sequential approximations, record moments and record values, limit theorems.
Received: 26.03.1999
Citation:
A. V. Stepanov, “Conditional distributions of the times of one-sided sequential approximations”, Teor. Veroyatnost. i Primenen., 47:2 (2002), 364–366; Theory Probab. Appl., 47:2 (2003), 363–365
Linking options:
https://www.mathnet.ru/eng/tvp3656https://doi.org/10.4213/tvp3656 https://www.mathnet.ru/eng/tvp/v47/i2/p364
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