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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1969 Volume 14, Issue 3, Pages 421–430 (Mi tvp1196)

This article is cited in 8 papers

On the joint distribution of a process with stationary increments and its maximum

D. V. Gusak, V. S. Korolyuk

Kiev

Abstract: For a stochastically continuous process with stationary increments $\xi(t)$, the joint distribution of $\xi(t)$ and $\max\limits_{o<u\le t}\xi(u)$ is obtained.

Received: 20.03.1968


 English version:
Theory of Probability and its Applications, 1969, 14:3, 400–409

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