Limit theorem for the number of crossings of a strip by the Levy process with small drift
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 21 (2024) no. 2, pp. 1295-1313 Cet article a éte moissonné depuis la source Math-Net.Ru

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We study the distribution of the crossings number of a strip by trajectories of a stationary stochastic process with independent increments (the Levy process). Assuming that negative drift of the process tends to zero, we establish the convergence of the distribution of the crossings number to the exponential one under appropriate normalization.
Keywords: stochastic process with independent increments (Levy process), number of strip crossings, limit theorems.
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V. I. Lotov; V. R. Khodzhibaev. Limit theorem for the number of crossings of a strip by the Levy process with small drift. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 21 (2024) no. 2, pp. 1295-1313. http://geodesic.mathdoc.fr/item/SEMR_2024_21_2_a21/

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