On the distribution of duration of stay in an interval of the semi-continuous process with independent increments
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| 024 | 7 | 0 | |a 10.1515/1569397042722355 |2 doi |
| 035 | |a (NATIONALLICENCE)gruyter-10.1515/1569397042722355 | ||
| 245 | 0 | 0 | |a On the distribution of duration of stay in an interval of the semi-continuous process with independent increments |h [Elektronische Daten] |c [V. F. Kadankov, T. V. Kadankova] |
| 520 | 3 | |a For a semicontinuous homogeneous process ξ(t) with independent increments the distribution of the its total duration of stay in an interval is obtained. In the case E ξ(1) = 0, E ξ(1)2 < ∞, the limit theorem on a weak convergence of the time of duration of stay in an interval of the process to distribution of the time of duration of stay of Wiener process in the interval(0, 1) is obtained. For Wiener process the distribution of the total duration of stay in an interval is found. | |
| 540 | |a Copyright 2003, Walter de Gruyter | ||
| 700 | 1 | |a Kadankov |D V. F. |u 1. Institute of Mathematics, Kiev, Ukraine |4 aut | |
| 700 | 1 | |a Kadankova |D T. V. |u 2. Kiev State University, Department of Mathematics and Mechanics, Kiev, Ukraine |4 aut | |
| 773 | 0 | |t Random Operators and Stochastic Equations |d Walter de Gruyter |g 12/4(2004-12-01), 361-384 |x 0926-6364 |q 12:4<361 |1 2004 |2 12 |o rose | |
| 856 | 4 | 0 | |u https://doi.org/10.1515/1569397042722355 |q text/html |z Onlinezugriff via DOI |
| 908 | |D 1 |a research article |2 jats | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1515/1569397042722355 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Kadankov |D V. F. |u 1. Institute of Mathematics, Kiev, Ukraine |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Kadankova |D T. V. |u 2. Kiev State University, Department of Mathematics and Mechanics, Kiev, Ukraine |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Random Operators and Stochastic Equations |d Walter de Gruyter |g 12/4(2004-12-01), 361-384 |x 0926-6364 |q 12:4<361 |1 2004 |2 12 |o rose | ||
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