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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| English | 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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0.8125390410423279
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0.7887967228889465
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0.7886450886726379
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