Functional Poissonian limit theorem and its applications

DOI10.1023/A:1020264103567zbMath1012.60037OpenAlexW168753484MaRDI QIDQ1850760

O. V. Rusakov, Aleksey N. Chuprunov

Publication date: 19 December 2002

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

Full work available at URL: https://doi.org/10.1023/a:1020264103567

zbMATH Keywords

functional limit theoremrisk processruin probabilitySkorokhod spacerandom sumPoisson limitlost datapolynomial distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

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