This article is cited in 9 papers

On the distribution of the first jump for a process with independent increments

A. A. Mogul'skiĭ

Novosibirsk

Abstract: Let $\xi(t)$ be a process with independent increments. In the paper, the limit distribution for the size $\chi$ of the first jump over an «infinite» bound and estimates with absolute constants for $\mathbf M\chi^s$ are obtained.

Received: 15.01.1975

 English version: Theory of Probability and its Applications, 1977, 21:3, 470–481

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