The integral limit theorem in the first passage problem for sums of independent nonnegative lattice variables
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The integral limit theorem as to the probability distribution of the random numberνmof summands in the sum∑k=1νmξkis proved. Here,ξ1,ξ2,…are some nonnegative, mutually independent, lattice random variables being equally distributed andνmis defined by the condition that the sum value exceeds at the first time the given levelm∈ℕwhen the number of terms is equal toνm.
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1974 ◽
Vol 14
(3)
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pp. 408-413
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1979 ◽
Vol 19
(1)
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pp. 91-101
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