Asymptotic Results for Sums of Independent Random Variables with Alternating Laws

DOI10.1007/978-3-319-42972-4_42zbMath1422.62022OpenAlexW2488841554MaRDI QIDQ5348627

Claudio Macci

Publication date: 18 August 2017

Published in: Advances in Intelligent Systems and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-42972-4_42

zbMATH Keywords

asymptotic behaviorindependent random variablesstochastic modelsalternating dynamics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random measures (60G57) Foundations of stochastic processes (60G05)

Cites Work

• Unnamed Item
• Telegraph processes and option pricing
• Hypo-exponential distributions and compound Poisson processes with alternating parameters
• Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws
• A remark on the connection between the large deviation principle and the central limit theorem
• A jump telegraph model for option pricing
• Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations

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