Limit theorems for discounted convergent perpetuities. II
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Publication:2685145
DOI10.1214/23-EJP907WikidataQ123149136 ScholiaQ123149136MaRDI QIDQ2685145
A. V. Nikitin, Aleksander M. Iksanov, Alexander Marynych
Publication date: 19 February 2023
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2208.01609
functional central limit theoremlaw of the iterated logarithmperpetuityexponential functional of Brownian motion
Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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