Limit theorems for randomly stopped stochastic processes
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Publication:876854
DOI10.1007/s10958-006-0313-5zbMath1120.60020OpenAlexW4230534812MaRDI QIDQ876854
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
Central limit and other weak theorems (60F05) General theory of stochastic processes (60G07) Limit theorems in probability theory (60F99)
Related Items (4)
Semi-Markov Random Walk in Poisson Approximation Scheme ⋮ Statistical inference for inter-arrival times of extreme events in bursty time series ⋮ Limit theorems for randomly stopped stochastic processes ⋮ Limit theorems for mixed max-sum processes with renewal stopping
Cites Work
- Limit theorems for randomly stopped stochastic processes
- On the asymptotic distribution of the sum of a random number of independent random variables
- Some Useful Functions for Functional Limit Theorems
- Conditions for Convergence of the Superposition of Random Processes in the J-Topology
- Limit theorems for extremes with random sample size
- Remarks on the Limit of a Composite Random Function
- Generalized Poisson Models and their Applications in Insurance and Finance
- On the quality of poisson approximations
- On the central limit theorem for the sum of a random number of independent random variables
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