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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1979 Volume 24, Issue 4, Pages 880–885 (Mi tvp2916)

This article is cited in 1 paper

Short Communications

On the distribution of the absorption moment for semimarkov multiplication process

G. Š. Lev

Barnaul

Abstract: Let $\{\tau_i\}_{i=1}^{\infty}$ and $\{\gamma_i\}_{i=1}^{\infty}$ be independent sequences of independent positive random variables. For the process
$$ Y_n=\gamma_1\gamma_2\dots\gamma_n(x-\xi_n),\quad\text{where}\quad \xi_n=\sum_{i=1}^n\tau_i/\gamma_1\gamma_2\dots\gamma_{i-1}, $$
we consider a random variable $\zeta(x)=\inf\{n\colon Y_n\le 0\ (Y_0=x)\}$ and investigate its limit distributions when $x\to\infty$.

Received: 06.06.1977


 English version:
Theory of Probability and its Applications, 1980, 24:4, 876–882

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