RUS  ENG
Full version
JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1976 Volume 21, Issue 2, Pages 417–420 (Mi tvp3373)

This article is cited in 2 papers

Short Communications

Limit theorems for the first passage times of a certain level

N. I. Migaĭ, V. B. Nevzorov

Leningrad State University

Abstract: Let $\{X_n\}_{n=1,2,\dots,}$ be a sequence of i.i.d.r.v.'s and $T(r)=\min\{k\ge 1:X_1+\dots+X_k\ge r\}$ be the first passage time of a level $r>0$. Two estimates are obtained for the rate of convergence of $T(r)$ to limit laws as $r\to\infty$.

Received: 02.01.1975


 English version:
Theory of Probability and its Applications, 1977, 21:1, 406–410

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024