On Moments of the Value and the Time of the First Passage over a Curvilinear Boundary

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Previous article Next article On Moments of the Value and the Time of the First Passage over a Curvilinear BoundaryV. I. Rotar’V. I. Rotar’https://doi.org/10.1137/1112086PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] A. Ya. Khinchin, Two theorems on stochastic processes, Mat. Sbornik, 3 (45) (1938), 577–583, (In Russian.) Google Scholar[2] B. A. Rogozin, On the distribution or the first jump, Theory Prob. Applications, 9 (1964), 450–465 10.1137/1109060 LinkGoogle Scholar[3] I. A. Ibragimov and , Yu. V. Linnik, Independent and Stationary Dependent Random Variables, M., Izd-vo. “Nauka”, 1965, (In Russian.) Google Scholar[4] V. M. Zolotarev, Analogue of the asymptotic Edgeworth-Cramer expansion in the case of convergence to stable distributions, Proc. Sixth All-Union Conf. Theory Prob. and Math. Statist. (Vilnius, 1960) (Russian), Gosudarstv. Izdat. Političesk. i Naučn. Lit. Litovsk. SSR, Vilnius, 1962, 49–50 MR0190986 Google Scholar[5] Ya. G. Sinai, On the distribution of the first positive sum for sequences of independent random variables, Theory Prob. Applications, 2 (1957), 122–129 10.1137/1102009 LinkGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails The First Passage Time Problem Over a Moving Boundary for Asymptotically Stable Lévy Processes7 February 2015 | Journal of Theoretical Probability, Vol. 29, No. 3 Cross Ref One-Sided Boundary Crossing for Processes with Independent IncrementsP. E. Greenwood and A. A. Novikov3 August 2006 | Theory of Probability & Its Applications, Vol. 31, No. 2AbstractPDF (982 KB)On the Exit of a Random Walk From a Curvilinear BoundaryM. U. Gafurov and V. I. Rotar’17 July 2006 | Theory of Probability & Its Applications, Vol. 28, No. 1AbstractPDF (477 KB)On the Exit Time of Sums of Bounded Random Variables from a Curvilinear StripA. A. Novikov17 July 2006 | Theory of Probability & Its Applications, Vol. 26, No. 2AbstractPDF (1177 KB)A martingale approach to first passage problems and a new condition for Wald's identity Cross Ref Summaries of Reports Presented at the Sessions of the Probability and Statistics Seminar of the Mathematics Institute of the Academy of Sciences of the USSR17 July 2006 | Theory of Probability & Its Applications, Vol. 13, No. 3AbstractPDF (657 KB) Volume 12, Issue 4| 1967Theory of Probability & Its Applications History Submitted:23 November 1966Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1112086Article page range:pp. 690-695ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics