|
Teoriya Veroyatnostei i ee Primeneniya, 1967, Volume 12, Issue 4, Pages 755–762
(Mi tvp768)
|
|
|
|
This article is cited in 9 scientific papers (total in 9 papers)
Short Communications
On moments of the time and the value of the first jump over a curvilinear bound
V. I. Rotar' Moscow
Abstract:
The maximal order of finite moments of the time and the value of the first jump over curvilinear bounds is obtained for the ordinary random walk with infinite variance. The negative answer is given to the question of professor H. Robbins about finiteness of the mean value of the positive part of the particle's position at a Markovian stopping time.
Received: 23.11.1966
Citation:
V. I. Rotar', “On moments of the time and the value of the first jump over a curvilinear bound”, Teor. Veroyatnost. i Primenen., 12:4 (1967), 755–762; Theory Probab. Appl., 12:4 (1967), 690–695
Linking options:
https://www.mathnet.ru/eng/tvp768 https://www.mathnet.ru/eng/tvp/v12/i4/p755
|
|