
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)/(1F(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