The integral limit theorem in the first passage problem for sums of independent nonnegative lattice variables
The integral limit theorem as to the probability distribution of the random number νm of summands in the sum ∑k=1νmξk is proved. Here, ξ1,ξ2,… are some nonnegative, mutually independent, lattice random variables being equally distributed and νm is defined by the condition that the sum value exceeds...
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| Format: | Article |
| Language: | English |
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Wiley
2006-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/AAA/2006/56367 |
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| _version_ | 1849404857313656832 |
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| author | Yuri P. Virchenko M. I. Yastrubenko |
| author_facet | Yuri P. Virchenko M. I. Yastrubenko |
| author_sort | Yuri P. Virchenko |
| collection | DOAJ |
| description | The integral limit theorem as to the probability distribution of the random number νm of summands in the sum ∑k=1νmξk is proved. Here, ξ1,ξ2,… are some nonnegative, mutually independent, lattice random
variables being equally distributed and νm is defined by the condition that the sum value exceeds at the first time the given level m∈ℕ when the number of terms is equal to νm. |
| format | Article |
| id | doaj-art-99ece00a0aa4462abb58ec3d3672c019 |
| institution | Kabale University |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2006-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-99ece00a0aa4462abb58ec3d3672c0192025-08-20T03:36:49ZengWileyAbstract and Applied Analysis1085-33751687-04092006-01-01200610.1155/AAA/2006/5636756367The integral limit theorem in the first passage problem for sums of independent nonnegative lattice variablesYuri P. Virchenko0M. I. Yastrubenko1Belgorod State University, Pobedy 85, Belgorod 308015, RussiaBelgorod State University, Pobedy 85, Belgorod 308015, RussiaThe integral limit theorem as to the probability distribution of the random number νm of summands in the sum ∑k=1νmξk is proved. Here, ξ1,ξ2,… are some nonnegative, mutually independent, lattice random variables being equally distributed and νm is defined by the condition that the sum value exceeds at the first time the given level m∈ℕ when the number of terms is equal to νm.http://dx.doi.org/10.1155/AAA/2006/56367 |
| spellingShingle | Yuri P. Virchenko M. I. Yastrubenko The integral limit theorem in the first passage problem for sums of independent nonnegative lattice variables Abstract and Applied Analysis |
| title | The integral limit theorem in the first passage problem for sums of independent nonnegative lattice variables |
| title_full | The integral limit theorem in the first passage problem for sums of independent nonnegative lattice variables |
| title_fullStr | The integral limit theorem in the first passage problem for sums of independent nonnegative lattice variables |
| title_full_unstemmed | The integral limit theorem in the first passage problem for sums of independent nonnegative lattice variables |
| title_short | The integral limit theorem in the first passage problem for sums of independent nonnegative lattice variables |
| title_sort | integral limit theorem in the first passage problem for sums of independent nonnegative lattice variables |
| url | http://dx.doi.org/10.1155/AAA/2006/56367 |
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