Asymptotic behavior of compound nonordinary Cox processes with nonzero means

DOI10.1007/BF02432355zbMATH Open0919.60054OpenAlexW2092541079MaRDI QIDQ1286600FDOQ1286600

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

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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)

Cites Work

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• On approximations to generalized Poisson distributions
• Modern Theory of Summation of Random Variables
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• On approximations to generalized Cox processes
• Asymptotic behavior of generalized Cox processes
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Cited In (12)

• On Convergence of Distributions of Compound Cox Processes to Stable Laws
• The limit distribution for the multivariate generalized Cox process
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• 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
• Max-compound Cox processes. I

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