Integral limit theorem for the first passage time of the level by a random walk described by a utoregression process of order one (AR(1))

Rahimov, Feda; Hashimova, Tarana; FƏRHADOVA , AYNURƏ

Integral limit theorem for the first passage time of the level by a random walk described by a utoregression process of order one (AR(1))

Rahimov F. H., Hashimova T. E., FƏRHADOVA A.

Transactions of National Academy of Sciences of Azerbaijan. Series of Physical-Technical and Mathematical Sciences, vol.35, no.1, pp.81-86, 2015 (Scopus)

Nəşrin Növü: Article / Article
Cild: 35 Say: 1
Nəşr tarixi: 2015
jurnalın adı: Transactions of National Academy of Sciences of Azerbaijan. Series of Physical-Technical and Mathematical Sciences
Jurnalın baxıldığı indekslər: Scopus
Səhifə sayı: pp.81-86
Adres: Bəli

Qısa məlumat

In the paper, an integral limit theorem for the first passege time of the level by the random walk, described by the sums of squares of autoregression process of order one is proved.