Teoriâ veroâtnostej i ee primeneniâ, Tome 11 (1966) no. 4, pp. 720-726
Citer cet article
È. S. Shtatland. The distribution of the moment of attaining maximum for a process with independent increments. Teoriâ veroâtnostej i ee primeneniâ, Tome 11 (1966) no. 4, pp. 720-726. http://geodesic.mathdoc.fr/item/TVP_1966_11_4_a13/
@article{TVP_1966_11_4_a13,
author = {\`E. S. Shtatland},
title = {The distribution of the moment of attaining maximum for a~process with independent increments},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {720--726},
year = {1966},
volume = {11},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1966_11_4_a13/}
}
TY - JOUR
AU - È. S. Shtatland
TI - The distribution of the moment of attaining maximum for a process with independent increments
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1966
SP - 720
EP - 726
VL - 11
IS - 4
UR - http://geodesic.mathdoc.fr/item/TVP_1966_11_4_a13/
LA - ru
ID - TVP_1966_11_4_a13
ER -
%0 Journal Article
%A È. S. Shtatland
%T The distribution of the moment of attaining maximum for a process with independent increments
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1966
%P 720-726
%V 11
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_1966_11_4_a13/
%G ru
%F TVP_1966_11_4_a13
In this paper an exact form of the distribution of the moment of attaining maximum for a certain class of processes with independent increments is obtained. The asymptotical behaviour of this distribution is investigated.
