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

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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 3, Pages 486–496 (Mi tvp3394)

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

Full-text PDF (579 kB) Citations (8)

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

English version:
Theory of Probability and its Applications, 1977, Volume 21, Issue 3, Pages 470–481
DOI: https://doi.org/10.1137/1121060

Bibliographic databases:

Language: Russian

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

Citation in format AMSBIB

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\by A.~A.~Mogul'ski{\v\i}

\paper On the distribution of the first jump for a~process with independent increments

\jour Teor. Veroyatnost. i Primenen.

\yr 1976

\vol 21

\issue 3

\pages 486--496

\mathnet{http://mi.mathnet.ru/tvp3394}

\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=420877}

\zmath{https://zbmath.org/?q=an:0361.60038}

\transl

\jour Theory Probab. Appl.

\yr 1977

\vol 21

\issue 3

\pages 470--481

\crossref{https://doi.org/10.1137/1121060}

Linking options:

https://www.mathnet.ru/eng/tvp3394

https://www.mathnet.ru/eng/tvp/v21/i3/p486

This publication is cited in the following 8 articles:

V. I. Lotov, V. R. Khodzhibaev, “O raspredelenii chisla peresechenii polosy traektoriyami sluchainogo protsessa s nezavisimymi prirascheniyami”, Sib. elektron. matem. izv., 20:2 (2023), 1013–1025
V. I. Lotov, V. R. Khodzhibaev, “Neravenstva dlya srednego znacheniya momenta pervogo vykhoda iz polosy dlya protsessa Levi”, Sib. elektron. matem. izv., 19:2 (2022), 852–860
V. I. Lotov, V. R. Khodzhibaev, “Inequalities in a two-sided boundary crossing problem for stochastic processes”, Siberian Math. J., 62:3 (2021), 455–461
V. I. Lotov, V. R. Khodzhibaev, “O raspredelenii maksimuma traektorii sluchainogo protsessa s pereklyucheniyami”, Sib. elektron. matem. izv., 17 (2020), 807–813
M. Beibel, “Generalized parking problems for levy processes”, Sequential Analysis, 17:2 (1998), 151
A. A. Novikov, V. P. Dragalin, Lecture Notes in Mathematics, 1299, Probability Theory and Mathematical Statistics, 1988, 366
V. P. Dragalin, A. A. Novikov, “The Asymptotic Solution of the Kiefer–Weiss Problem for Processes with Independent Increments”, Theory Probab. Appl., 32:4 (1987), 617–627
N. S. Bratiichuk, “On the size of the first jump for a process with independent increments”, Russian Math. Surveys, 34:2 (1979), 219–220

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

Theory of Probability and its Applications

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