Limit theorems for randomly stopped stochastic processes

DOI10.1007/S10958-006-0313-5zbMATH Open1120.60020OpenAlexW4230534812MaRDI QIDQ876854FDOQ876854

Authors: D. S. Silvestrov 

Publication date: 19 April 2007

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-006-0313-5

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Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Limit theorems in probability theory (60F99) General theory of stochastic processes (60G07)

Cites Work

• Generalized Poisson Models and their Applications in Insurance and Finance
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• Some Useful Functions for Functional Limit Theorems
• Limit theorems for extremes with random sample size
• Conditions for Convergence of the Superposition of Random Processes in the J-Topology
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• On the central limit theorem for the sum of a random number of independent random variables
• Limit theorems for randomly stopped stochastic processes
• Convergence in Skorokhod topology for compositions of stochastic processes
• On the asymptotic distribution of the sum of a random number of independent random variables
• Remarks on the Limit of a Composite Random Function
• On the quality of poisson approximations
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Cited In (9)

• Statistical inference for inter-arrival times of extreme events in bursty time series
• Limit theorems for randomly stopped stochastic processes
• The DFR Property for Counting Processes Stopped at an Independent Random Time
• Limit theorems for mixed max-sum processes with renewal stopping
• Semi-Markov Random Walk in Poisson Approximation Scheme
• Title not available (Why is that?)
• Conditions of convergence of stochastic processes stopped before the jump instant
• Limit Theorems for Stopped Random Sequences II: Large Deviations
• Convergence in Skorokhod \(J\)-topology for compositions of stochastic processes

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