On the Limit Distributions Associated with Step-kind Boundary Problems

Autor:	Mirakhmedov, Sherzod M., Starscev, Anatoliy N.
Rok vydání:	2017
Předmět:	Mathematics - Probability 60F17 60G50 60F05
Zdroj:	Published in Russian: Izvestiya Akademii Nauk UzbSSR, 1975, #3, 30-37
Druh dokumentu:	Working Paper
Popis:	A random walk generated by a sum of independent identity distributed random variables with positive expectation is considered. The limiting distributions for the first- passage -time of a step-function boundary are derived. Comment: 8 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1710.00359 Zobrazit plný text záznamu View this record from Arxiv