Distribution of the maximum of a process with independent increments

DOI10.1007/BF00990775MaRDI QIDQ2539945zbMATH OpenFDO

Authors B. A. Rogozin

Publication date 1970

Published in Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

probability theory

Cites work

• scientific article; zbMATH DE number 3147963 (Why is no real title available?)
• scientific article; zbMATH DE number 3164002 (Why is no real title available?)
• scientific article; zbMATH DE number 3236490 (Why is no real title available?)
• scientific article; zbMATH DE number 3028224 (Why is no real title available?)
• The Distribution of the Time the Maximum is Achieved for Processes with Independent Increments

Cited in

(5)

• Extension of the invariance principle for compound renewal processes to the zones of moderately large and small deviations
• On a stochastic process with switchings
• On some boundary crossing problems for Gaussian random walks
• Maxima of sums of random variables and suprema of stable processes
• On the distribution of the crossing number of a strip by trajectories of a stochastic process with independent increments

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