Weak Convergence of Stochastic Processes Defined on Semi-Infinite Time Intervals
From MaRDI portal
Publication:5726093
DOI10.2307/2034973zbMath0116.35602OpenAlexW4253075977MaRDI QIDQ5726093
Publication date: 1963
Full work available at URL: https://doi.org/10.2307/2034973
Related Items (68)
Rate of convergence in the functional central limit theorem for semimartingales ⋮ Limit theorems for coupled continuous time random walks. ⋮ Metrization of the space D[0,\(\infty)\) ⋮ Optimizing costs of age replacement policies ⋮ Weak convergence of probability measures in spaces of smooth functions ⋮ Wear convergence of stochastic approximation processes with random indices ⋮ Consistent estimation of distributions with type II bias with applications in competing risks problems. ⋮ Sequential procedures for monltoring the parameters of the autoregressive model relative to unspecified targets ⋮ Limit theorems for occupation times of Markov processes ⋮ Construction of markov processes from hitting distributions ⋮ The motion of a heavy particle in an infinite one dimensional gas of hard spheres ⋮ Construction of markov processes from hitting distributions ⋮ The motion of a heavy particle in an infinite one dimensional gas of hard spheres ⋮ Large deviation analysis of the single server queue ⋮ Unnamed Item ⋮ Properties of occurrence-exposure rate processes in multiple decrement theory ⋮ On the Construction and Distribution of a Local Martingale with a Given Absolute Value ⋮ On the convergence of quadratic variation for compound fractional Poisson processes ⋮ A martingale approach to homogenization of unbounded random flows ⋮ Estimation of distributions with the new better than used in expectation property ⋮ Some limit theorems for sums of dependent stochastic processes ⋮ Unnamed Item ⋮ Central limit theorems, invariance principle, and rates of convergence for backwards martingale arrays ⋮ Functional central limit theorems for processes with positive drift and their inverses ⋮ Maxima of sums of random variables and suprema of stable processes ⋮ Stochastic Abelian and Tauberian theorems ⋮ Approximating the classical risk process by stable Lévy motion ⋮ A limit theorem for stochastic acceleration ⋮ Dynamical attraction to stable processes ⋮ The central limit problem for geodesic random walks ⋮ A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process ⋮ A central limit theorem for a class of 𝑑-dimensional random motions with constant speed ⋮ Estimation of cumulative incidence functions in competing risks studies under an order restriction ⋮ Weak convergence for generalized semi-Markov processes ⋮ Association of multivariate phase-type distributions, with applications to shock models. ⋮ On tightness and stopping times ⋮ The weak convergence of regenerative processes using some excursion path decompositions ⋮ Convergence of weighted sums of random functions in \(D[0,1\)] ⋮ Unnamed Item ⋮ Induced weak convergence and random measures ⋮ Limit non-stationary behavior of large closed queueing networks with bottlenecks ⋮ Multivariate risk model of phase type ⋮ Weak convergence inapplied probability ⋮ Limit theorems for continuous-time random walks with infinite mean waiting times ⋮ Limit theorems for path-functionals of regenerative processes ⋮ Limit theorems for mixed max-sum processes with renewal stopping ⋮ Processus à accroissements indépendants: Une condition nécessaire et suffisante de convergence en loi ⋮ Weak convergence of probability measures relative to incompatible topology and ?-field with applications to renewal theory ⋮ On lifetimes influenced by a common environment ⋮ Central limit theorems for local martingales ⋮ A continuity theorem and some counterexamples for the theory of maintained systems ⋮ Weak convergence of the sum of independent point processes to a Poisson process ⋮ Continuity of a class of random time trnsformations ⋮ A limit theorem for turbulent diffusion ⋮ Limit theorems for random processes with random time substitution ⋮ On the uniqueness of a local martingale with a given absolute value ⋮ Functional limit theorem for occupation time processes of intermittent maps ⋮ The extremes of a random scenery as seen by a random walk in a random environment ⋮ The Smoluchowski limit for a simple mechanical model ⋮ Processes with state-dependent hitting probabilities and their equivalence under time changes ⋮ Limit theorems for finite dams ⋮ On the weak convergence of Wright-Fisher models ⋮ On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales ⋮ 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 ⋮ A collision model on the two-dimensional square-lattice ⋮ On birth and death processes in symmetric random environment ⋮ Invariance principles for dependent variables
Cites Work
This page was built for publication: Weak Convergence of Stochastic Processes Defined on Semi-Infinite Time Intervals