On a stochastic process with switchings

DOI10.33048/semi.2019.16.104zbMath1423.60075OpenAlexW3015433849MaRDI QIDQ2334784

Vali Rakhimdzhanovich Khodzhibaev, Vladimir Ivanovich Lotov

Publication date: 7 November 2019

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

Full work available at URL: https://doi.org/10.33048/semi.2019.16.104

zbMATH Keywords

factorization methodstationary distributionregenerative processoscillating stochastic processstationary process with independent increments

Mathematics Subject Classification ID

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

Related Items (1)

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

Cites Work

• Unnamed Item
• On limit theorems for the first exit time from a strip for stochastic processes. II
• Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
• Distribution of the maximum of a process with independent increments
• On a random walk with switchings
• On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments

This page was built for publication: On a stochastic process with switchings