Theory of Probability and Mathematical Statistics
(Teoriya Imovirnostei ta Matematychna Statystyka)
Distributions of overshoots for almost continuous stochastic processes defined on a Markov chain
M. S. Gerych
Abstract: In this paper we study the distributions of overshoots for the almost semi-continuous processes defined on a Markov chain. For these processes, we get the limit distributions of overshoots over the infinitely far and zero levels.
Keywords: almost semi-continuous process defined on Markov chain, overshoots functionals ,distributions of overshoots over the infinitely far and zero levels
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