Asymptotic results for sums of independent random variables with alternating laws

DOI10.1007/978-3-319-42972-4_42MaRDI QIDQ5348627zbMATH OpenOpenAlexFDO

Authors Claudio Macci

Publication date 18 August 2017

Published in Advances in Intelligent Systems and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-42972-4_42

zbMATH Keywords

alternating dynamicsasymptotic behaviorindependent random variablesstochastic models

Mathematics Subject Classification ID

Foundations of stochastic processes (60G05) Random measures (60G57) Asymptotic properties of parametric estimators (62F12)

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Cites work

• A jump telegraph model for option pricing
• A remark on the connection between the large deviation principle and the central limit theorem
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• Hypo-exponential distributions and compound Poisson processes with alternating parameters
• Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations
• Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws
• Telegraph processes and option pricing

Cited in

(1)

• scientific article; zbMATH DE number 852058 (Why is no real title available?)

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