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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 2, Pages 417–420
(Mi tvp3373)
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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
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
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
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https://www.mathnet.ru/eng/tvp3373 https://www.mathnet.ru/eng/tvp/v21/i2/p417
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