caa a22 4500 378920812 CHVBK 20180305123604.0 cr unu---uuuuu 161128e20041201xx s 000 0 eng 10.1515/1569397042722355 doi (NATIONALLICENCE)gruyter-10.1515/1569397042722355 On the distribution of duration of stay in an interval of the semi-continuous process with independent increments [Elektronische Daten] [V. F. Kadankov, T. V. Kadankova] 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. Copyright 2003, Walter de Gruyter Kadankov V. F. 1. Institute of Mathematics, Kiev, Ukraine aut Kadankova T. V. 2. Kiev State University, Department of Mathematics and Mechanics, Kiev, Ukraine aut Random Operators and Stochastic Equations Walter de Gruyter 12/4(2004-12-01), 361-384 0926-6364 12:4<361 2004 12 rose https://doi.org/10.1515/1569397042722355 text/html Onlinezugriff via DOI 1 research article jats NATIONALLICENCE 856 40 https://doi.org/10.1515/1569397042722355 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Kadankov V. F. 1. Institute of Mathematics, Kiev, Ukraine aut NATIONALLICENCE 700 1- Kadankova T. V. 2. Kiev State University, Department of Mathematics and Mechanics, Kiev, Ukraine aut NATIONALLICENCE 773 0- Random Operators and Stochastic Equations Walter de Gruyter 12/4(2004-12-01), 361-384 0926-6364 12:4<361 2004 12 rose CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-gruyter