Stochastic Abelian and Tauberian theorems

DOI10.1007/BF00532487zbMATH Open0242.60005MaRDI QIDQ5653397FDOQ5653397

Ward Whitt

Publication date: 1972

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Probability measures on topological spaces (60B05) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Tauberian theorems (40E05) Special methods of summability (40G99) Functional analytic methods in summability (40H05)

Cites Work

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Cited In (18)

• A quantitative discounted central limit theorem using the Fourier metric
• Weak convergence inapplied probability
• Limit theorems for methods of summation of independent random variables. I
• Large deviation asymptotics for busy periods
• Approximations for the distribution of perpetuities with small discount rates
• Queues with service times and interarrival times depending linearly and randomly upon waiting times
• Second order limit theorems for the Markov branching process in random environments
• A central-limit-theorem version of \(L=\lambda W\)
• Some invariance principles for stochastic processes and their inverse and supremum processes
• Ruin problems with compounding assets
• On the weak convergence of alternating processes
• On the weak convergence of U-statistic processes, and of the empirical process
• Stochastic random walk summability
• Approximation for Abel sums of independent, identically distributed random variables
• Limit theorems for discounted convergent perpetuities
• Synchronization and functional central limit theorems for interacting reinforced random walks
• On invariance principles with limit processes satisfying strong laws
• The Discounted Berry-Esséen Analogue for Autoregressive Processes

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