Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Merge two items
In other projects
MaRDI portal item
Discussion
View source
View history
Purge
English
Log in

Tightness of sums of independent identically distributed pseudo-Poisson processes in the Skorokhod space

From MaRDI portal
Publication:1683210
Jump to:navigation, search

DOI10.1007/S10958-017-3496-ZzbMath1387.60077OpenAlexW2742893233MaRDI QIDQ1683210

O. V. Rusakov

Publication date: 6 December 2017

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

Full work available at URL: https://doi.org/10.1007/s10958-017-3496-z


zbMATH Keywords

Ornstein-Uhlenbeck processSkorokhod spacepseudo-Poisson process


Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)


Related Items (3)

Extremes of PSI-processes and Gaussian limits of their normalized independent identically distributed sums ⋮ On spectral properties of stationary random processes connected by a special random time change ⋮ On some local asymptotic properties of sequences with a random index




Cites Work

  • An equilibrium characterization of the term structure
  • Unnamed Item
  • Unnamed Item




This page was built for publication: Tightness of sums of independent identically distributed pseudo-Poisson processes in the Skorokhod space

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1683210&oldid=13998874"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
This page was last edited on 1 February 2024, at 05:23.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki