On the oscillations of compound Poisson processes

DOI10.1016/S1631-073X(02)02293-8MaRDI QIDQ1600221zbMATH OpenFDO

Authors Myriam Maumy

Publication date 25 November 2002

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S1631-073X(02)02293-8

zbMATH Keywords

empirical processeslocal behaviourpotential applicationsrandom weights

Mathematics Subject Classification ID

Strong limit theorems (60F15) Martingales with continuous parameter (60G44) Processes with independent increments; Lévy processes (60G51)

Review text

The author describes the local behaviour of compound Poisson processes built up on a Poisson process and a sequence of independent and identically distributed random weights. Potential applications to empirical processes are suggested.

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Cites work

• A rank statistics approach to the consistency of a general bootstrap
• An empirical process approach to the uniform consistency of kernel-type function estimators
• scientific article; zbMATH DE number 3174818 (Why is no real title available?)
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 4107974 (Why is no real title available?)
• Nonstandard strong laws for local quantile processes
• Probability Inequalities for the Sum of Independent Random Variables

Cited in

(6)

• Limit behavior of a compound Poisson process with switching
• The oscillation behavior of compound empirical process
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• scientific article; zbMATH DE number 1961297 (Why is no real title available?)
• UPPER FIRST-EXIT TIMES OF COMPOUND POISSON PROCESSES REVISITED
• On the hybrids of k-spacing empirical and partial sum processes

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