Strong law of large numbers for a class of first passage time in the first order autoregression (AR (1)) scheme


Ibadova I. A., Khalilov V. S., FƏRHADOVA A.

Transactions of National Academy of Sciences of Azerbaijan. Series of Physical-Technical and Mathematical Sciences, vol.37, no.1, pp.121-125, 2017 (Scopus) identifier

Qısa məlumat

In the paper we study strong law of large numbers for the family of the first passage time of random walk described by first order autoregression process (AR (1)).