The weak convergence of step processes to a homogeneous Poisson process with independent increments (Q1120891)

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scientific article; zbMATH DE number 4102179
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    The weak convergence of step processes to a homogeneous Poisson process with independent increments
    scientific article; zbMATH DE number 4102179

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      The weak convergence of step processes to a homogeneous Poisson process with independent increments (English)
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      1986
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      [For the entire collection of the original see Zbl 0626.00025.] Let \(\xi_{n1},...,\xi_{nm_ n}\) be independent random variables satisfying the condition of limiting uniform smallness and let \(t_{n1},...,t_{nm_ n}\) be a sequence of partitions of the segment [0,1]. Conditions for the weak convergence of the step processes \(\xi_ n(t)=\sum_{t_{nj}\leq t}\xi_{nj}\) in the Skorokhod space involving the properties of the Lévy metric are considered. Special attention is paid to the general case when the r.v.'s \(\xi_{ni}\) have no moments.
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      weak convergence
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      step processes
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      Lévy metric
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