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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 2, Pages 417–420 (Mi tvp3373)  

This article is cited in 2 scientific papers (total in 2 papers)

Short Communications

Limit theorems for the first passage times of a certain level

N. I. Migaĭ, V. B. Nevzorov

Leningrad State University
Full-text PDF (217 kB) Citations (2)
Abstract: 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 $r\to\infty$.
Received: 02.01.1975
English version:
Theory of Probability and its Applications, 1977, Volume 21, Issue 1, Pages 406–410
DOI: https://doi.org/10.1137/1121049
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: N. I. Migaǐ, V. B. Nevzorov, “Limit theorems for the first passage times of a certain level”, Teor. Veroyatnost. i Primenen., 21:2 (1976), 417–420; Theory Probab. Appl., 21:1 (1977), 406–410
Citation in format AMSBIB
\Bibitem{MigNev76}
\by N.~I.~Miga{\v\i}, V.~B.~Nevzorov
\paper Limit theorems for the first passage times of a~certain level
\jour Teor. Veroyatnost. i Primenen.
\yr 1976
\vol 21
\issue 2
\pages 417--420
\mathnet{http://mi.mathnet.ru/tvp3373}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=413278}
\zmath{https://zbmath.org/?q=an:0363.60025}
\transl
\jour Theory Probab. Appl.
\yr 1977
\vol 21
\issue 1
\pages 406--410
\crossref{https://doi.org/10.1137/1121049}
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  • https://www.mathnet.ru/eng/tvp/v21/i2/p417
  • This publication is cited in the following 2 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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