On the distribution of the crossing number of a strip by trajectories of a stochastic process with independent increments

DOI10.33048/SEMI.2023.20.062MaRDI QIDQ6587436zbMATH OpenFDO

Authors V. I. Lotov, Vali Rakhimdjanovich Khodjibaev

Publication date 14 August 2024

Published in Sibirskie Elektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL https://doi.org/10.33048/SEMI.2023.20.062

zbMATH Keywords

Lévy processnumber of strip crossingsprobabilistic inequalitiesstationary stochastic process with independent increments

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Processes with independent increments; Lévy processes (60G51)

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Cites work

• Bounds for the Number of Crossings of a Strip by Random Walk Paths
• Distribution of the maximum of a process with independent increments
• scientific article; zbMATH DE number 49305 (Why is no real title available?)
• scientific article; zbMATH DE number 2154074 (Why is no real title available?)
• Inequalities in a two-sided boundary crossing problem for stochastic processes
• Local Behavior of Processes with Independent Increments
• On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments
• On the limit behavior of the distribution of the crossing number of a strip by sample paths of a random walk
• On the number of crossings of a strip for stochastic processes with independent increments
• On the Size of the First Jump for a Process with Independent Increments

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