Convergence of random step lines to Ornstein-Uhlenbeck-type processes

DOI10.1007/BF02432358zbMath0928.60012MaRDI QIDQ1286603

Aleksey N. Chuprunov, István Fazekas

Publication date: 2 May 1999

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

zbMATH Keywords

Ornstein-Uhlenbeck processnormalized partial sum processprogressive Bernoulli thinning

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (4)

Unnamed Item ⋮ Convergence of insurance payout stochastic processes to generalized Poisson process ⋮ Limit theorems for random processes with random time substitution ⋮ Convergence of random step lines to Ornstein-Uhlenbeck-type processes

Cites Work

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• Linear stochastic systems with constant coefficients. A statistical approach
• Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes
• Convergence of random step lines to Ornstein-Uhlenbeck-type processes
• Central limit theorems for local martingales

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