On the distribution of the crossing number of a strip by trajectories of a stochastic process with independent increments
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 20 (2023) no. 2, pp. 1013-1025
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We study the distribution of the crossing number of a strip with straight parallel boundaries by trajectories of a stochastic process with independent increments (Levy process). For the distribution under study, we give a number of inequalities, as well as asymptotic representations for unlimitedly expanding strip.
Keywords:
stationary stochastic process with independent increments (Levy process), number of strip crossings, probabilistic inequalities.
@article{SEMR_2023_20_2_a30,
author = {V. I. Lotov and V. R. Khodjibaev},
title = {On the distribution of the crossing number of a strip by trajectories of a stochastic process with independent increments},
journal = {Sibirskie \`elektronnye matemati\v{c}eskie izvesti\^a},
pages = {1013--1025},
publisher = {mathdoc},
volume = {20},
number = {2},
year = {2023},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/SEMR_2023_20_2_a30/}
}
TY - JOUR AU - V. I. Lotov AU - V. R. Khodjibaev TI - On the distribution of the crossing number of a strip by trajectories of a stochastic process with independent increments JO - Sibirskie èlektronnye matematičeskie izvestiâ PY - 2023 SP - 1013 EP - 1025 VL - 20 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/SEMR_2023_20_2_a30/ LA - ru ID - SEMR_2023_20_2_a30 ER -
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V. I. Lotov; V. R. Khodjibaev. On the distribution of the crossing number of a strip by trajectories of a stochastic process with independent increments. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 20 (2023) no. 2, pp. 1013-1025. http://geodesic.mathdoc.fr/item/SEMR_2023_20_2_a30/