Asymptotic behavior of compound nonordinary Cox processes with nonzero means

DOI10.1007/BF02432355MaRDI QIDQ1286600zbMATH OpenOpenAlexFDO

Authors V. Yu. Korolev, Vladimir E. Bening

Publication date 29 April 1999

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

Full work available at URL https://doi.org/10.1007/bf02432355

zbMATH Keywords

weak convergenceconvergence ratedoubly stochastic Poisson processesconcentration functions

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 1222143 (Why is no real title available?)
• scientific article; zbMATH DE number 1222162 (Why is no real title available?)
• scientific article; zbMATH DE number 1144395 (Why is no real title available?)
• scientific article; zbMATH DE number 1166241 (Why is no real title available?)
• scientific article; zbMATH DE number 195083 (Why is no real title available?)
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• Asymptotic behavior of generalized Cox processes
• Modern Theory of Summation of Random Variables
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• On approximations to generalized Poisson distributions

Cited in

(11)

• On Convergence of Distributions of Compound Cox Processes to Stable Laws
• The limit distribution for the multivariate generalized Cox process
• scientific article; zbMATH DE number 1222143 (Why is no real title available?)
• The asymptotic behavior of extrema of compound Cox processes with nonzero means
• Fractional Cox-Ingersoll-Ross process with non-zero ``mean
• Asymptotic behavior of generalized nonordinary Cox processes
• On asymptotic behavior for probabilities of large deviations of compound Cox processes
• A note on functional limit theorems for compound Cox processes
• scientific article; zbMATH DE number 5161486 (Why is no real title available?)
• Estimates of the rate of convergence for distributions of generalized doubly stochastic Poisson processes with nonzero means to shift mixtures of Gaussian laws
• Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case

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