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Ukrainian Mathematical Journal

, Volume 33, Issue 4, pp 423–427 | Cite as

Limit distribution of position at the moment a complex poisson process with zero mean and infinite variance leaves an interval

  • V. N. Suprun
  • V. M. Shurenkov
Brief Communications
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Keywords

Poisson Process Limit Distribution Infinite Variance 
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Literature cited

  1. 1.
    V. N. Suprun, “On the time of first crossing through zero for a homogeneous process with independent increments and jumps of the same sign,” Dokl. Akad. Nauk Ukr. SSR, No. 4, 317–320 (1976).Google Scholar
  2. 2.
    V. N. Suprun and V. M. Shurenkov, “The limit distribution of position at time of exit from an interval of a semicontinuous process with independent increments and infinite variance,” Ukr. Mat. Zh.,32, No. 2, 262–264 (1980).Google Scholar
  3. 3.
    W. Feller, Introduction to Probability Theory and Its Applications, Wiley (1968).Google Scholar
  4. 4.
    K. B. Erickson, “Strong renewal theorems with infinite mean,” Trans. Am. Math. Soc.,151, 1 (1970).Google Scholar
  5. 5.
    V. S. Korolyuk, V. N. Suprun, and V. M. Shurenkov, “The potential method in boundary value problems for processes with independent increments and jumps of a single sign,” Teor. Veroyatn. Primen.,21, No. 2, 253–259 (1976).Google Scholar

Copyright information

© Plenum Publishing Corporation 1982

Authors and Affiliations

  • V. N. Suprun
    • 1
  • V. M. Shurenkov
    • 1
  1. 1.Institute of MathematicsAcademy of Sciences of the Ukrainian SSRUSSR

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