Functional limit theorems for cumulative processes and stopping times

DOI10.1007/BF00534140zbMath0364.60032MaRDI QIDQ4139382

Karl Lindberger

Publication date: 1978

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Convergence of probability measures (60B10)

Cites Work

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• Regenerative stochastic processes
• Weak convergence and first passage times
• Functional limit theorems for stochastic processes based on embedded processes
• Functional central limit theorems for processes with positive drift and their inverses
• A functional central limit theorem connected with extended renewal theory
• Weak convergence of probability measures and random functions in the function space D[0,∞)

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