Almost sure approximation of the superposition of the random processes

DOI10.1007/s11009-013-9350-yzbMath1316.60044MaRDI QIDQ2340312

Nadiia Zinchenko

Publication date: 16 April 2015

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-013-9350-y

zbMATH Keywords

risk process; Lévy process; queueing system; stable process; strong invariance principle; almost sure approximation; randomly stopped sums; Kesten-Spitzer random walk; superposition of random processes

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60G50: Sums of independent random variables; random walks

60K25: Queueing theory (aspects of probability theory)

60F15: Strong limit theorems

60K10: Applications of renewal theory (reliability, demand theory, etc.)

60G52: Stable stochastic processes

60F17: Functional limit theorems; invariance principles

60K05: Renewal theory

Cites Work

• A strong approximation theorem for sums of random vectors in the domain of attraction to a stable law
• Strong approximation of spatial random walk in random scenery.
• Strong invariance principles for dependent random variables
• Stochastic-Process Limits
• A limit theorem related to a new class of self similar processes
• An invariance principle for the law of the iterated logarithm
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