2017
Том 69
№ 6

All Issues

A Limit Theorem for Integral Functionals of an Extremum of Independent Random Processes

Matsak I. K.

Full text (.pdf)


Abstract

We prove a theorem on the convergence of integral functionals of an extremum of independent stochastic processes to a degenerate law of distributions.

English version (Springer): Ukrainian Mathematical Journal 57 (2005), no. 2, pp 250-260.

Citation Example: Matsak I. K. A Limit Theorem for Integral Functionals of an Extremum of Independent Random Processes // Ukr. Mat. Zh. - 2005. - 57, № 2. - pp. 214–221.

Full text