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Teoriya Veroyatnostei i ee Primeneniya, 1973, Volume 18, Issue 4, Pages 778–789 (Mi tvp4366)  

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

Asymptotic properties of the degeneration probability for semi-Markov multiplication processes

G. Sh. Lev
Abstract: In the paper, processes $Y(t), t\geq 0$, are considered defined as follows:
1) $Y(0)-x$;
2) sample paths of $Y(t)$ are right continuous and $Y'(t)=-1$ everywhere except at points $t_i=\sum_{k=1}^i \tau_k$, where
$$ Y(t_n+0)=\gamma_n Y(t_n-0), $$
$\{\tau_i\}_1^{\infty}$ and $\{\gamma\}_1^{\infty}$ being independent sequences of independent positive random variables.
Let $\zeta=\inf\{t: Y(t)\leq 0\}$. The probability
$$ f(x)=\mathbf{P}(\zeta<\infty|Y(0)=x) $$
is called the degeneration probability. Under wide conditions upon $\{\tau_i\}$ and $\{\gamma_i\}$, asymptotic behavior of $f(x)$ as $x\to 0$ or $x\to\infty$ is studied.
Received: 28.09.1972
English version:
Theory of Probability and its Applications, 1974, Volume 18, Issue 4, Pages 740–752
DOI: https://doi.org/10.1137/1118094
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: G. Sh. Lev, “Asymptotic properties of the degeneration probability for semi-Markov multiplication processes”, Teor. Veroyatnost. i Primenen., 18:4 (1973), 778–789; Theory Probab. Appl., 18:4 (1974), 740–752
Citation in format AMSBIB
\Bibitem{Lev73}
\by G.~Sh.~Lev
\paper Asymptotic properties of the degeneration probability for semi-Markov multiplication processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1973
\vol 18
\issue 4
\pages 778--789
\mathnet{http://mi.mathnet.ru/tvp4366}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=326859}
\zmath{https://zbmath.org/?q=an:0325.60083}
\transl
\jour Theory Probab. Appl.
\yr 1974
\vol 18
\issue 4
\pages 740--752
\crossref{https://doi.org/10.1137/1118094}
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  • https://www.mathnet.ru/eng/tvp/v18/i4/p778
  • 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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