Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 3, pp. 486-496
Citer cet article
A. A. Mogul'skiǐ. On the distribution of the first jump for a process with independent increments. Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 3, pp. 486-496. http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a1/
@article{TVP_1976_21_3_a1,
author = {A. A. Mogul'skiǐ},
title = {On the distribution of the first jump for a~process with independent increments},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {486--496},
year = {1976},
volume = {21},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a1/}
}
TY - JOUR
AU - A. A. Mogul'skiǐ
TI - On the distribution of the first jump for a process with independent increments
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1976
SP - 486
EP - 496
VL - 21
IS - 3
UR - http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a1/
LA - ru
ID - TVP_1976_21_3_a1
ER -
%0 Journal Article
%A A. A. Mogul'skiǐ
%T On the distribution of the first jump for a process with independent increments
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1976
%P 486-496
%V 21
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a1/
%G ru
%F TVP_1976_21_3_a1
Let $\xi(t)$ be a process with independent increments. In the paper, the limit distribution for the size $\chi$ of the first jump over an «infinite» bound and estimates with absolute constants for $\mathbf M\chi^s$ are obtained.
