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Teoriya Veroyatnostei i ee Primeneniya, 1972, Volume 17, Issue 2, Pages 342–349 (Mi tvp2589)  

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
English version:
Theory of Probability and its Applications, 1973, Volume 17, Issue 2, Pages 332–338
DOI: https://doi.org/10.1137/1117035
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Rog72}
\by B.~A.~Rogozin
\paper The distribution of the first hit for stable and asymptotically stable walks on an interval
\jour Teor. Veroyatnost. i Primenen.
\yr 1972
\vol 17
\issue 2
\pages 342--349
\mathnet{http://mi.mathnet.ru/tvp2589}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=300349}
\zmath{https://zbmath.org/?q=an:0272.60050}
\transl
\jour Theory Probab. Appl.
\yr 1973
\vol 17
\issue 2
\pages 332--338
\crossref{https://doi.org/10.1137/1117035}
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  • https://www.mathnet.ru/eng/tvp/v17/i2/p342
  • This publication is cited in the following 36 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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