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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 1966 Volume 11, Issue 4, Pages 720–726 (Mi tvp673)
This article is cited in 8 papers

Short Communications

The distribution of the moment of attaining maximum for a process with independent increments

È. S. Shtatland

Kiev

Abstract: In this paper an exact form of the distribution of the moment of attaining maximum for a certain class of processes with independent increments is obtained. The asymptotical behaviour of this distribution is investigated.

Received: 04.11.1965


 English version: Theory of Probability and its Applications, 1966, 11:4, 637–642

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