On the Limit Distribution of the First Jump
Teoriâ veroâtnostej i ee primeneniâ, Tome 5 (1960) no. 4, pp. 469-472
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Formulas are obtained for the limit distribution of the first jump over the level t when $t\to\infty$ for a sequence of identically distributed independent random variables with positive means. The cases of lattice as well as non-lattice distributions are discussed; the method of factorization [2] is used.
@article{TVP_1960_5_4_a10,
author = {I. N. Kovalenko},
title = {On the {Limit} {Distribution} of the {First} {Jump}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {469--472},
publisher = {mathdoc},
volume = {5},
number = {4},
year = {1960},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1960_5_4_a10/}
}
I. N. Kovalenko. On the Limit Distribution of the First Jump. Teoriâ veroâtnostej i ee primeneniâ, Tome 5 (1960) no. 4, pp. 469-472. http://geodesic.mathdoc.fr/item/TVP_1960_5_4_a10/