The integral limit theorem in the first passage problem for sums of independent nonnegative lattice variables

被引：0

作者：

Virchenko, Yuri P. ^{[1
]}

Yastrubenko, M. I. ^{[1
]}

机构：

[1] Belgorod State Univ, Belgorod 308015, Russia

来源：

ABSTRACT AND APPLIED ANALYSIS | 2006年

关键词：

D O I：

10.1155/AAA/2006/56367

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The integral limit theorem as to the probability distribution of the random number v(m) of summands in the sum Sigma(nu m)(k=1) xi(k) is proved. Here, xi 1, xi 2,... are some nonnegative, mutually independent, lattice random variables being equally distributed and nu(m) is defined by the condition that the sum value exceeds at the first time the given level m is an element of N when the number of terms is equal to nu(m). Copyright (c) 2006 Y. P. Virchenko and M. I. Yastrubenko.

引用

页数：12