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JOURNALS // Dal'nevostochnyi Matematicheskii Zhurnal // Archive

Dal'nevost. Mat. Zh., 2010 Volume 10, Number 1, Pages 80–85 (Mi dvmg13)

Continuity of reaching moment distribution for autoregressive random sequence

Yu. N. Kharchenko, G. Sh. Tsitsiashvili

Institute of Applied Mathematics, Far-Eastern Branch of the Russian Academy of Sciences

Abstract: In this paper a continuity of a reaching moment distribution for an autoregressive random sequence if an increment of a random addition is measured in the uniform metric is proved.

Key words: uniform metric, autoregressive random sequence, continuity.

UDC: 519.246.24, 519.246.5

MSC: Primary 60G30; Secondary 60G40

Received: 22.11.2009



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