scientific article; zbMATH DE number 1403128
Let \((X,X_1)= (X'\times X,X_ 1'\times X_ 1)\) be a measurable space, \(\mu'\) be a \(\sigma\)-finite measure on \(X_ 1\), \(\mu_{x'}\) be a finite regular conditional measure on \(X.\) Let \((\beta_{n})\) be a sequence of random functions \(\beta_{n}= \beta_{n}(t,x',x).\) The author investigates the asymptotic behaviour as \(n\to\infty\) of functions \(\xi_{n}(t,y,x')=\mu_{x'} \{\beta_{n}(t,x',x)\leq y \}.\) Let \({\widehat\xi}_{n}(t,z)= \int_{-\infty}^{\infty}\exp\{ izy\} \xi_{n}(t,dy).\) Under some assertions the author proves that \(\xi_{n}(t,\cdot)@>c>>\xi(t,\cdot)\) as \(n \to\infty,\) where \[ {\widehat\xi}(t,z)=J(z)\exp\{ iz(F(t)+ S(t))+0.5z^2(K(t)-Q(t))\}, \quad {\widehat\xi}(t,z)= \int_{-\infty}^{\infty}\exp\{ izy\} \xi(t,dy), \] \(S\) is a continuous martingale with a characteristic \(K\) with respect to a certain flow \({\widetilde F}(F,Q,K).\)
- scientific article; zbMATH DE number 1524410
- scientific article; zbMATH DE number 3923016
- scientific article; zbMATH DE number 3971889
- Functional limit theorems for random sums
- A functional limit theorem for Erdős and Rényi's law of large numbers
- scientific article; zbMATH DE number 2067896
- scientific article; zbMATH DE number 4078391
- A functional central limit theorem for random mappings
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4937772)
