arXiv subjects
Publications and source records attributed to D. V. Gusak.
In this article the almost semi-continuous step-process $ξ(t)$ is considered. The conditional characteristic functions of the jumps of $ξ(t)$ have the form $\mathrm{E} [ e^{iαξ_k}/ξ_k>0 ]=c(c-iα)^{-1}$. For such processes the boundary functionals connected with the exit from the finite interval are investigated.
In this article almost semi-continuous processes with stationary independent increments on a finite irreducible Markov chain are considered. For these processes the components of matrix factorization identity are concretely defined. On the basis of this concrete definition the relations for the distributions of extrema and distributions of their complements for the almost upper semi-continuous processes are established.