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Estimates of the visit time in the halfline for a stochastic process

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Ukrainian Mathematical Journal Aims and scope

Abstract

We give lower and upper bounds for the visit probability of a stochastic process in the halfline.

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Literature cited

  1. Ya. A. Fomin, Theory of Rejections of Random Processes [in Russian], Svyaz', Moscow (1980).

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  2. H. Cramer and M. R. Leadbetter, Stationary and Related Stochastic Processes. Sample Function Properties and Their Applications, New York, Wiley (1967).

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  3. D. B. Owen, “A table of normal integrals,” Commun. Stat.,9, No. 4, 389–419 (1980).

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Authors and Affiliations

  1. Institute of Technological Mechanics, Academy of Sciences of the Ukraine, Dnepropetrovsk

    Yu. F. Daniev & I. A. Kushch

Authors
  1. Yu. F. Daniev
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  2. I. A. Kushch
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Additional information

Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 4, pp. 556–560, April, 1992.

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Daniev, Y.F., Kushch, I.A. Estimates of the visit time in the halfline for a stochastic process. Ukr Math J 44, 496–500 (1992). https://doi.org/10.1007/BF01064884

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  • DOI: https://doi.org/10.1007/BF01064884

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