Geodesic
On moments of the time and the value of the first jump over a~curvilinear bound
Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 4, pp. 755-762

Voir la notice de l'article provenant de la source Math-Net.Ru

The maximal order of finite moments of the time and the value of the first jump over curvilinear bounds is obtained for the ordinary random walk with infinite variance. The negative answer is given to the question of professor H. Robbins about finiteness of the mean value of the positive part of the particle's position at a Markovian stopping time. 
@article{TVP_1967_12_4_a15,
     author = {V. I. Rotar'},
     title = {On moments of the time and the value of the first jump over a~curvilinear bound},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {755--762},
     publisher = {mathdoc},
     volume = {12},
     number = {4},
     year = {1967},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1967_12_4_a15/}
}
TY  - JOUR
AU  - V. I. Rotar'
TI  - On moments of the time and the value of the first jump over a~curvilinear bound
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1967
SP  - 755
EP  - 762
VL  - 12
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1967_12_4_a15/
LA  - ru
ID  - TVP_1967_12_4_a15
ER  - 
%0 Journal Article
%A V. I. Rotar'
%T On moments of the time and the value of the first jump over a~curvilinear bound
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1967
%P 755-762
%V 12
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1967_12_4_a15/
%G ru
%F TVP_1967_12_4_a15
V. I. Rotar'. On moments of the time and the value of the first jump over a~curvilinear bound. Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 4, pp. 755-762. http://geodesic.mathdoc.fr/item/TVP_1967_12_4_a15/