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

DOI10.33048/SEMI.2020.17.058MaRDI QIDQ779134zbMATHOpenAlexFDO

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

zbMATH Keywords

limit theoremsregenerative processboundary crossing problemsstochastic process with switchings

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 49305 (Why is no real title available?)
• scientific article; zbMATH DE number 3251146 (Why is no real title available?)
• Local Behavior of Processes with Independent Increments
• On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments
• On a random walk with switchings
• On a stochastic process with switchings
• On the Size of the First Jump for a Process with Independent Increments
• On the asymptotics of the ruin probability
• On the distribution of the trajectory maximum of a random walk with switchings

Cited in

(2)

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