Weak convergence of probability measures and random functions in the function space D[0,∞)
From MaRDI portal
Publication:5674165
DOI10.2307/3212499zbMath0258.60008OpenAlexW81911804MaRDI QIDQ5674165
Publication date: 1973
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212499
Related Items
Extended convergence to continuous in probability processes with independent increments, Rate of convergence in the functional central limit theorem for semimartingales, Asymptotics for \(p\)-value based threshold estimation under repeated measurements, Convergence of critical multitype Galton-Watson branching processes, Weak convergence of probability measures in spaces of smooth functions, A stability theorem for stochastic differential equations with application to storage processes, random walks and optimal stochastic control problems, Consistent estimation of distributions with type II bias with applications in competing risks problems., Slochastic multicompartmental systems. a counting process approach for parameter estimation(°), Weighted sums of i.i.d. random variables attracted to integrals of stable processes, Random integral representations for classes of limit distributions similar to Lévy class \(L_ 0\), Tail measures and regular variation, Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\), Weak convergence of a sequence of stochastic difference equations to a stochastic ordinary differential equation, Limit theorems for locally perturbed planar Lorentz processes, `True' self-avoiding walks with generalized bond repulsion on \(\mathbb{Z}\), Large deviation analysis of the single server queue, Some test statistics based on the martingale term of the empirical distribution function, Properties of occurrence-exposure rate processes in multiple decrement theory, Equivalence of functional limit theorems for stationary point processes and their Palm distributions, Blocking of finite source inputs which require simultaneous servers with general think and holding times, Stable Lévy motion approximation in collective risk theory, Estimation of distributions with the new better than used in expectation property, Limit theorems for cylindrical martingale problems associated with Lévy generators, Functional limit theorems for Galton-Watson processes with very active immigration, Locally perturbed random walks with unbounded jumps, Limit theorems for superpositions of multivariate integer-valued random processes, Random environments and stochastic calculus, A limit theorem for stochastic acceleration, Weak convergence of randomly indexed sequences of random variables, On the weak convergence of likelihood ratio processes of general statistical parametric models, Convergence to diffusions with regular boundaries, Estimation of cumulative incidence functions in competing risks studies under an order restriction, Weak convergence of assets processes with stochastic interest return, Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations, On tightness and stopping times, Convergence of weighted sums of random functions in \(D[0,1\)], Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes, Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem, Induced weak convergence and random measures, New characterizations of the \(S\) topology on the Skorokhod space, A functional limit theorem for the profile of search trees, Limit non-stationary behavior of large closed queueing networks with bottlenecks, Limit theorems for the minimum interpoint distance between any pair of i.i.d. random points in \(R^ d\), A limit theorem for occupation times of Lamperti's stochastic processes, On dependent marking and thinning of point processes, Limit theorems for records from discrete distributions, Limit theorems for mixed max-sum processes with renewal stopping, Processus à accroissements indépendants: Une condition nécessaire et suffisante de convergence en loi, Functional limit theorems for cumulative processes and stopping times, An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes, A stability theorem for stochastic differential equations and application to stochastic control problems, Weak convergence of probability measures relative to incompatible topology and ?-field with applications to renewal theory, Strong approximation of continuous time stochastic processes, A generalization of functional limit theorems on the Riemann zeta process, The classical bi-Poisson process: an invertible quadratic harness, Weak convergence with random indices, A continuity theorem and some counterexamples for the theory of maintained systems, Approximations and computational methods for optimal stopping and stochastic impulsive control problems, General convergence results for stochastic approximations via weak convergence theory, Semi-stationary clearing processes, Weak convergence of the sum of independent point processes to a Poisson process, A class of approximations of ruin probabilities, Continuity of a class of random time trnsformations, Limiting Distributions for Multitype Branching Processes, Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line, GARCH modelling in continuous time for irregularly spaced time series data, Weak convergence of sequences of random elements with random indices, Occupation time theorems for one-dimensional random walks and diffusion processes in random environments, Unnamed Item, On the minimizing point of the incorrectly centered empirical process and its limit distribution in nonregular experiments, On the uniqueness of maximizers of Markov-Gaussian processes, On the weak convergence of alternating processes, Existence and explicit determination of optimal stopping times, Convergence of random measures in the space D[0,\(\infty)\), A note on sums and maxima of independent, identically distributed random variables, On weak convergence to Brownian motion, A central limit theorem for D(A)-valued processes, A continuous mapping theorem for the argmax‐functional in the non‐unique case, On invariance principles with limit processes satisfying strong laws, Equilibrium properties of the M/G/1 queue, The asymptotic distributions of kernel estimators of the mode, Invariance principles for the first passage times of perturbed random walks, The function space D([O, ∞)ρ, E), Distribution of certain functionals of spacings in a scheme of series, Diffusion approximation for storage processes, The great circle epidemic model., Functional limit theorems for multitype branching processes and generalized Pólya urns., A thinning result for pure jump processes, Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments, Necessary and sufficient conditions for convergence of semimartingales and point processes. I, Infinite dimensional stochastic differential equation models for spatially distributed neurons, Functional limit theorems for weighted sums of i.i.d. random variables, An integral representation for selfdecomposable banach space valued random variables, Approximations for the probability of ruin within finite time, Weak convergence for smooth estimator of a distribution function under negative association, Persistent random walks in a one-dimensional random environment, On birth and death processes in symmetric random environment, Conditional limit theorems for asymptotically stable random walks, Crossing and comparison of regenerative processes, Convergence of \({\mathcal S}'\)-valued processes and space-time random fields, Weak convergence of a collection of random functions defined by the eigenvectors of large dimensional random matrices, The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications, A lemma of variational distance between maximal functions with application to the skorokhod problem in a nonnegative orthant with state-dependent reflection directions, Embedded Markov chain approximations in Skorokhod topologies, Canonical representations and convergence criteria for processes with interchangeable increments, Endemic Behaviour of SIS Epidemics with General Infectious Period Distributions, Tightness and weak convergence for jump processes, Nonparametric estimation of a distribution with type I bias with applications to competing risks, A limit theorem for two-dimensional conditioned random walk, Functional limit theorems for the number of busy servers in a G/G/∞ queue, Functional Large Deviation Principles for Waiting and Departure Processes, Unnamed Item, Limit theorems on the self-normalized range for weakly and strongly dependent processes
