Functional Poissonian limit theorem and its applications

DOI10.1023/A:1020264103567zbMath1012.60037MaRDI QIDQ1850760

O. V. Rusakov, Aleksey N. Chuprunov

Publication date: 19 December 2002

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

zbMATH Keywords

functional limit theorem; risk process; ruin probability; Skorokhod space; random sum; Poisson limit; lost data; polynomial distribution

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G50: Sums of independent random variables; random walks

60F17: Functional limit theorems; invariance principles