This article is cited in 2 papers

Short Communications

On the Limit Distribution of the First Jump

I. N. Kovalenko

Kiev

Abstract: Formulas are obtained for the limit distribution of the first jump over the level t when $t\to\infty$ for a sequence of identically distributed independent random variables with positive means. The cases of lattice as well as non-lattice distributions are discussed; the method of factorization [2] is used.

Received: 22.12.1959

 English version: Theory of Probability and its Applications, 1960, 5:4, 425–428