Extremes of PSI-processes and Gaussian limits of their normalized independent identically distributed sums

DOI10.1134/S106345412202011XOpenAlexW4284898980WikidataQ114075016 ScholiaQ114075016MaRDI QIDQ2674750

O. V. Rusakov, R. A. Ragozin

Publication date: 14 September 2022

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s106345412202011x

zbMATH Keywords

Tauberian theoremsrandom intensityLaplace transform for distributionspseudo-Poissonian type processes

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Foundations of stochastic processes (60G05)

Cites Work

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• Tightness of sums of independent identically distributed pseudo-Poisson processes in the Skorokhod space
• On some local asymptotic properties of sequences with a random index
• Pseudo-Poissonian processes with stochastic intensity and a class of processes generalizing the Ornstein-Uhlenbeck process

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