Abstract:
Let $\{\tau_i\}_{i=1}^{\infty}$ and $\{\gamma_i\}_{i=1}^{\infty}$ be independent sequences of independent positive random variables. For the process
$$
Y_n=\gamma_1\gamma_2\dots\gamma_n(x-\xi_n),\quad\text{where}\quad
\xi_n=\sum_{i=1}^n\tau_i/\gamma_1\gamma_2\dots\gamma_{i-1},
$$
we consider a random variable $\zeta(x)=\inf\{n\colon Y_n\le 0\ (Y_0=x)\}$ and investigate its limit distributions when $x\to\infty$.
Citation:
G. Š. Lev, “On the distribution of the absorption moment for semimarkov multiplication process”, Teor. Veroyatnost. i Primenen., 24:4 (1979), 880–885; Theory Probab. Appl., 24:4 (1980), 876–882
\Bibitem{Lev79}
\by G.~{\v S}.~Lev
\paper On the distribution of the absorption moment for semimarkov multiplication process
\jour Teor. Veroyatnost. i Primenen.
\yr 1979
\vol 24
\issue 4
\pages 880--885
\mathnet{http://mi.mathnet.ru/tvp2916}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=550547}
\zmath{https://zbmath.org/?q=an:0441.60090|0416.60091}
\transl
\jour Theory Probab. Appl.
\yr 1980
\vol 24
\issue 4
\pages 876--882
\crossref{https://doi.org/10.1137/1124104}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1979KW11900022}
Linking options:
https://www.mathnet.ru/eng/tvp2916
https://www.mathnet.ru/eng/tvp/v24/i4/p880
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