Limit distribution of position at the moment a complex Poisson process with zero mean and infinite variance leaves an interval

DOI10.1007/BF01085751zbMath0501.60080MaRDI QIDQ1172330

V. N. Suprun, V. M. Shurenkov

Publication date: 1982

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

slowly varying functionfirst exit times

Mathematics Subject Classification ID

Markov processes (60J99)

Cites Work

• Limit distribution of the position of a semicontinuous process with independent increments with zero mean and infinite dispersion at the moment of exit from an interval
• Method of Potential in Boundary Problems for Processes with Independent Increases and Jumps of the Same Sign
• Strong Renewal Theorems with Infinite Mean
• Unnamed Item

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