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Teoriya Veroyatnostei i ee Primeneniya, 1972, Volume 17, Issue 2, Pages 342–349
(Mi tvp2589)
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This article is cited in 36 scientific papers (total in 36 papers)
Short Communications
The distribution of the first hit for stable and asymptotically stable walks on an interval
B. A. Rogozin Novosibirsk
Abstract:
Let $\{\xi(t);t\ge0\}$ be a strongly stable process, $\tau=\inf\{t\colon\xi(t)\notin[0,1]\}$.
Formulas for $\mathbf P\{1\le\xi(\tau)<1+y\mid\xi(0)=x\}$, and $\mathbf P\{0\ge\xi(\tau)>-y\mid\xi(0)=x\}$, $0\le x\le1$, $y\ge0$, are derived and applied to random walks.
Received: 26.11.1970
Citation:
B. A. Rogozin, “The distribution of the first hit for stable and asymptotically stable walks on an interval”, Teor. Veroyatnost. i Primenen., 17:2 (1972), 342–349; Theory Probab. Appl., 17:2 (1973), 332–338
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