Convergence in Skorokhod J-topology for compositions of stochastic processes

zbMATH Open1199.60103MaRDI QIDQ5324913FDOQ5324913

Authors: D. S. Silvestrov 

Publication date: 8 August 2009

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zbMATH Keywords

functional limit theoremrandom sumcomposition of stochastic processes\(J\)-topologygeneralised exceeding processrandom scaling of timerenewal-type stopping

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Functional limit theorems; invariance principles (60F17)

Cited In (4)

• Rarefactions of compound point processes
• Limit theorems for random processes with random time substitution
• On the convergence of stochastic processes in the space of discontinuous functions
• Convergence in Skorokhod topology for compositions of stochastic processes

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