Limit laws for a stochastic process and random recursion arising in probabilistic modelling
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Publication:4698509
DOI10.2307/1428103zbMath0819.60024MaRDI QIDQ4698509
Gennady Samorodnitsky, Svetlozar T. Rachev
Publication date: 4 May 1995
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1428103
60E07: Infinitely divisible distributions; stable distributions
60F05: Central limit and other weak theorems
60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)
60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)
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