Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 2, pp. 417-420
Citer cet article
N. I. Migaǐ; V. B. Nevzorov. Limit theorems for the first passage times of a certain level. Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 2, pp. 417-420. http://geodesic.mathdoc.fr/item/TVP_1976_21_2_a20/
@article{TVP_1976_21_2_a20,
author = {N. I. Migaǐ and V. B. Nevzorov},
title = {Limit theorems for the first passage times of a~certain level},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {417--420},
year = {1976},
volume = {21},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_2_a20/}
}
TY - JOUR
AU - N. I. Migaǐ
AU - V. B. Nevzorov
TI - Limit theorems for the first passage times of a certain level
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1976
SP - 417
EP - 420
VL - 21
IS - 2
UR - http://geodesic.mathdoc.fr/item/TVP_1976_21_2_a20/
LA - ru
ID - TVP_1976_21_2_a20
ER -
%0 Journal Article
%A N. I. Migaǐ
%A V. B. Nevzorov
%T Limit theorems for the first passage times of a certain level
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1976
%P 417-420
%V 21
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1976_21_2_a20/
%G ru
%F TVP_1976_21_2_a20
Let $\{X_n\}_{n=1,2,\dots,}$ be a sequence of i.i.d.r.v.'s and $T(r)=\min\{k\ge 1:X_1+\dots+X_k\ge r\}$ be the first passage time of a level $r>0$. Two estimates are obtained for the rate of convergence of $T(r)$ to limit laws as $r\to\infty$.
