Boundary Functionals of a Semicontinuous Process with Independent Increments on an Interval
We investigate boundary functionals of a semicontinuous process with independent increments on an interval with two reflecting boundaries. We determine the transition and ergodic distributions of the process, as well as the distributions of boundary functionals of the process, namely, the time of fi...
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| Date: | 2004 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
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Institute of Mathematics, NAS of Ukraine
2004
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/3761 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860509894031966208 |
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| author | Kadankova, T. V. Каданкова, Т. В. Каданкова, Т. В. |
| author_facet | Kadankova, T. V. Каданкова, Т. В. Каданкова, Т. В. |
| author_sort | Kadankova, T. V. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-18T20:07:47Z |
| description | We investigate boundary functionals of a semicontinuous process with independent increments on an interval with two reflecting boundaries. We determine the transition and ergodic distributions of the process, as well as the distributions of boundary functionals of the process, namely, the time of first hitting the upper (lower) boundary, the number of hittings of the boundaries, the number of intersections of the interval, and the total sojourn time of the process on the boundaries and inside the interval. We also present a limit theorem for the ergodic distribution of the process and asymptotic formulas for the mean values of the distributions considered. |
| first_indexed | 2026-03-24T02:48:21Z |
| format | Article |
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| id | umjimathkievua-article-3761 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus English |
| last_indexed | 2026-03-24T02:48:21Z |
| publishDate | 2004 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/ee/18848513014452d8a7a72a084a808cee.pdf |
| spelling | umjimathkievua-article-37612020-03-18T20:07:47Z Boundary Functionals of a Semicontinuous Process with Independent Increments on an Interval Граничные функционалы полунепрерывного процесса с независимыми приращениями в интервале Kadankova, T. V. Каданкова, Т. В. Каданкова, Т. В. We investigate boundary functionals of a semicontinuous process with independent increments on an interval with two reflecting boundaries. We determine the transition and ergodic distributions of the process, as well as the distributions of boundary functionals of the process, namely, the time of first hitting the upper (lower) boundary, the number of hittings of the boundaries, the number of intersections of the interval, and the total sojourn time of the process on the boundaries and inside the interval. We also present a limit theorem for the ergodic distribution of the process and asymptotic formulas for the mean values of the distributions considered. Досліджуються граничні функціонали напівнеперервного процесу з незалежними приростами в інтервалі з двома відбиваючими межами. Отримано перехідні та ергодичні розподіли процесу, а також розподіли граничних функціоналів процесу: моменту першого досягнення верхньої (нижньої) межі, кількості відвідувань меж, кількості перетинів інтервалу, сумарного часу перебування процесу на межах та в інтервалі. Також наведено граничну теорему для ергодичного розподілу процесу та асимптотичні формули для середніх значень розподілів, що вивчаються. Institute of Mathematics, NAS of Ukraine 2004-03-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/3761 Ukrains’kyi Matematychnyi Zhurnal; Vol. 56 No. 3 (2004); 381-398 Український математичний журнал; Том 56 № 3 (2004); 381-398 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/3761/4244 https://umj.imath.kiev.ua/index.php/umj/article/view/3761/4245 Copyright (c) 2004 Kadankova T. V. |
| spellingShingle | Kadankova, T. V. Каданкова, Т. В. Каданкова, Т. В. Boundary Functionals of a Semicontinuous Process with Independent Increments on an Interval |
| title | Boundary Functionals of a Semicontinuous Process with Independent Increments on an Interval |
| title_alt | Граничные функционалы полунепрерывного процесса с независимыми приращениями в интервале |
| title_full | Boundary Functionals of a Semicontinuous Process with Independent Increments on an Interval |
| title_fullStr | Boundary Functionals of a Semicontinuous Process with Independent Increments on an Interval |
| title_full_unstemmed | Boundary Functionals of a Semicontinuous Process with Independent Increments on an Interval |
| title_short | Boundary Functionals of a Semicontinuous Process with Independent Increments on an Interval |
| title_sort | boundary functionals of a semicontinuous process with independent increments on an interval |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/3761 |
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