Advertisement

Ukrainian Mathematical Journal

, Volume 40, Issue 4, pp 464–466 | Cite as

Limit distribution of the position of a semicontinuous process with negative infinite mean at the moment of exit from an interval

  • V. N. Suprun
  • V. M. Shurenkov
Brief Communications
  • 17 Downloads

Keywords

Limit Distribution Semicontinuous Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Literature cited

  1. 1.
    V. N. Suprun, “On the magnitude of the first passage through the zero level for a homogeneous process with independent increments and with jumps of the same sign,” Dokl. Akad. Nauk Ukr. SSR, Ser. A, No. 4, 318–320 (1976).Google Scholar
  2. 2.
    V. N. Suprun and V. M. Shurenkov, “The limit distribution of the position of a semicontinuous process with independent increments and with zero mean and infinite variance at the moment of exit from an interval,” Ukr. Mat. Zh.,32, No. 2, 262–264 (1980).Google Scholar
  3. 3.
    V. S. Korolyuk, V. N. Suprun, and V. M. Shurenkov, “The method of potential in boundary problems for processes with independent increments and jumps of the same sign,” Teor. Veroyatn. Primen.,21, No. 2, 253–259 (1976).Google Scholar
  4. 4.
    V. M. Shurenkov, “The limit distribution of the moment of exit, and of the position at the moment of exit, from a general interval for processes with independent increments and jumps of the same sign,” ibid., 24, No. 2, 419–425 (1978).Google Scholar
  5. 5.
    W. Feller, An Introduction to Probability Theory and Its Applications, Vol. 2, 2nd ed., Wiley, New York (1971).Google Scholar

Copyright information

© Plenum Publishing Corporation 1989

Authors and Affiliations

  • V. N. Suprun
    • 1
  • V. M. Shurenkov
    • 1
  1. 1.Mathematics InstituteAcademy of Sciences of the Ukrainian SSRKiev

Personalised recommendations