On the distribution of the trajectory maximum of a stochastic process with switchings

DOI10.33048/SEMI.2020.17.058zbMATH Open1441.60037OpenAlexW3036970794MaRDI QIDQ779134FDOQ779134

Authors: V. I. Lotov, V. R. Khodzhibaev 

Publication date: 21 July 2020

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

Full work available at URL: https://doi.org/10.33048/semi.2020.17.058

Recommendations

• On the distribution of the trajectory maximum of a random walk with switchings
• On a stochastic process with switchings
• scientific article; zbMATH DE number 775053
• Limit behavior of a compound Poisson process with switching and dominated summands
• scientific article; zbMATH DE number 4040956

zbMATH Keywords

limit theoremsregenerative processboundary crossing problemsstochastic process with switchings

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Cites Work

• On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments
• On a random walk with switchings
• On the asymptotics of the ruin probability
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the distribution of the trajectory maximum of a random walk with switchings
• On a stochastic process with switchings
• On the Size of the First Jump for a Process with Independent Increments
• Local Behavior of Processes with Independent Increments

Cited In (2)

• On the distribution of the trajectory maximum of a random walk with switchings
• On a stochastic process with switchings

This page was built for publication: On the distribution of the trajectory maximum of a stochastic process with switchings

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q779134)