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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2023, Volume 20, Issue 2, Pages 1013–1025 DOI: https://doi.org/10.33048/semi.2023.20.062
(Mi semr1625)
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This article is cited in 1 scientific paper (total in 1 paper)
Probability theory and mathematical statistics
On the distribution of the crossing number of a strip by trajectories of a stochastic process with independent increments
V. I. Lotova, V. R. Khodjibaevbc a Sobolev Institute of Mathematics, pr. Koptyuga, 4, 630090, Novosibirsk, Russia
b Namangan Engineering - construction Institute, Islam Karimov str., 12, 160103, Namangan, Uzbekistan
c Institute of Mathematics Uzbekistan Akademy of Sciences, Universitetskaya str., 46, 100174, Tashkent, Uzbekistan
DOI:
https://doi.org/10.33048/semi.2023.20.062
Abstract:
We study the distribution of the crossing number of a strip with straight parallel boundaries by trajectories of a stochastic process with independent increments (Levy process). For the distribution under study, we give a number of inequalities, as well as asymptotic representations for unlimitedly expanding strip.
Keywords:
stationary stochastic process with independent increments (Levy process), number of strip crossings, probabilistic inequalities.
Received July 7, 2023, published November 12, 2023
Citation:
V. I. Lotov, V. R. Khodjibaev, “On the distribution of the crossing number of a strip by trajectories of a stochastic process with independent increments”, Sib. Èlektron. Mat. Izv., 20:2 (2023), 1013–1025
Linking options:
https://www.mathnet.ru/eng/semr1625 https://www.mathnet.ru/eng/semr/v20/i2/p1013
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