Limit theorems for randomly stopped stochastic processes

DOI10.1007/S10958-006-0313-5MaRDI QIDQ876854zbMATH OpenOpenAlexFDO

Authors D. S. Silvestrov

Publication date 19 April 2007

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-006-0313-5

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Limit theorems in probability theory (60F99) General theory of stochastic processes (60G07)

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Cites work

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• Conditions for Convergence of the Superposition of Random Processes in the J-Topology
• Convergence in Skorokhod topology for compositions of stochastic processes
• Generalized Poisson Models and their Applications in Insurance and Finance
• Limit theorems for extremes with random sample size
• Limit theorems for randomly stopped stochastic processes
• On the asymptotic distribution of the sum of a random number of independent random variables
• On the central limit theorem for the sum of a random number of independent random variables
• On the quality of poisson approximations
• Remarks on the Limit of a Composite Random Function
• Some Useful Functions for Functional Limit Theorems

Cited in

(9)

• Statistical inference for inter-arrival times of extreme events in bursty time series
• Limit theorems for randomly stopped stochastic processes
• The DFR Property for Counting Processes Stopped at an Independent Random Time
• Limit theorems for mixed max-sum processes with renewal stopping
• Semi-Markov Random Walk in Poisson Approximation Scheme
• scientific article; zbMATH DE number 2026734 (Why is no real title available?)
• Conditions of convergence of stochastic processes stopped before the jump instant
• Limit Theorems for Stopped Random Sequences II: Large Deviations
• Convergence in Skorokhod \(J\)-topology for compositions of stochastic processes

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