Accession Number : AD0737246

Title :   Asymptotics of Randomly Stopped Processes.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Greenwood,Priscilla

Report Date : DEC 1971

Pagination or Media Count : 25

Abstract : Let X sub t, t > or = 0, be a discrete or continuous time random process with stationary independent increments, X sub 9 = 0. Let F be the distribution of X sub 1 and assume that 1 - F(y) is regularly varying at infinity. Let T be a stopping time for X sub t. Various sufficient conditons are given that lim as y approaches infinity of P(X sub T > y)/(1-F(y)) = ET. (Author)

Descriptors :   (*STATISTICAL PROCESSES, ASYMPTOTIC SERIES), RANDOM VARIABLES, STOCHASTIC PROCESSES, DISTRIBUTION FUNCTIONS, SAMPLING, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE