Weak Convergence of Stochastic Processes Defined on Semi-Infinite Time Intervals

Cited in

(71)

Limit theorems for random processes with random time substitution
The extremes of a random scenery as seen by a random walk in a random environment
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
On birth and death processes in symmetric random environment
Rate of convergence in the functional central limit theorem for semimartingales
Metrization of the space D[0,\(\infty)\)
Optimizing costs of age replacement policies
Weak convergence of probability measures in spaces of smooth functions
Some limit theorems for sums of dependent stochastic processes
Central limit theorems, invariance principle, and rates of convergence for backwards martingale arrays
A limit theorem for stochastic acceleration
Weak convergence for generalized semi-Markov processes
On tightness and stopping times
Convergence of weighted sums of random functions in \(D[0,1]\)
Weak convergence inapplied probability
Limit theorems for path-functionals of regenerative processes
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
A martingale approach to homogenization of unbounded random flows
Estimation of cumulative incidence functions in competing risks studies under an order restriction
Association of multivariate phase-type distributions, with applications to shock models.
Limit theorems for mixed max-sum processes with renewal stopping
Limit theorems for coupled continuous time random walks.
Consistent estimation of distributions with type II bias with applications in competing risks problems.
Large deviation analysis of the single server queue
A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process
The weak convergence of regenerative processes using some excursion path decompositions
Multivariate risk model of phase type
Limit theorems for finite dams
On the weak convergence of Wright-Fisher models
Processus à accroissements indépendants: Une condition nécessaire et suffisante de convergence en loi
scientific article; zbMATH DE number 3644239 (Why is no real title available?)
Wear convergence of stochastic approximation processes with random indices
Sequential procedures for monltoring the parameters of the autoregressive model relative to unspecified targets
Estimation of distributions with the new better than used in expectation property
scientific article; zbMATH DE number 3662294 (Why is no real title available?)
Central limit theorems for local martingales
On the uniqueness of a local martingale with a given absolute value
scientific article; zbMATH DE number 3748182 (Why is no real title available?)
On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales
The central limit problem for geodesic random walks
Induced weak convergence and random measures
Weak convergence of probability measures relative to incompatible topology and ?-field with applications to renewal theory
Dynamical attraction to stable processes
Limit theorems for continuous-time random walks with infinite mean waiting times
On the Construction and Distribution of a Local Martingale with a Given Absolute Value
A collision model on the two-dimensional square-lattice
Invariance principles for dependent variables
Functional limit theorem for occupation time processes of intermittent maps
On the convergence of quadratic variation for compound fractional Poisson processes
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
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
A central limit theorem for a class of 𝑑-dimensional random motions with constant speed
On lifetimes influenced by a common environment
Properties of occurrence-exposure rate processes in multiple decrement theory
Approximating the classical risk process by stable Lévy motion
Limit non-stationary behavior of large closed queueing networks with bottlenecks
Skorokhod \(\mathsf{J} \)-convergence for randomly stopped Markov processes
Taking a break: the impact of rests on Lévy walks
Skorokhod's topologies on path space
The Smoluchowski limit for a simple mechanical model
Processes with state-dependent hitting probabilities and their equivalence under time changes

This page was built for publication: Weak Convergence of Stochastic Processes Defined on Semi-Infinite Time Intervals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5726093)