Stochastic Abelian and Tauberian theorems

DOI10.1007/BF00532487zbMath0242.60005MaRDI QIDQ5653397

Ward Whitt

Publication date: 1972

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

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Convergence of probability measures (60B10) Functional analytic methods in summability (40H05) Special methods of summability (40G99) Tauberian theorems (40E05)

Related Items (18)

Stochastic random walk summability ⋮ Limit theorems for methods of summation of independent random variables. I ⋮ A central-limit-theorem version of \(L=\lambda W\) ⋮ Some invariance principles for stochastic processes and their inverse and supremum processes ⋮ Approximations for the distribution of perpetuities with small discount rates ⋮ Queues with service times and interarrival times depending linearly and randomly upon waiting times ⋮ A quantitative discounted central limit theorem using the Fourier metric ⋮ Synchronization and functional central limit theorems for interacting reinforced random walks ⋮ Weak convergence inapplied probability ⋮ Second order limit theorems for the Markov branching process in random environments ⋮ Ruin problems with compounding assets ⋮ Tail asymptotics for busy periods ⋮ On the weak convergence of U-statistic processes, and of the empirical process ⋮ On the weak convergence of alternating processes ⋮ On invariance principles with limit processes satisfying strong laws ⋮ Limit theorems for discounted convergent perpetuities ⋮ The Discounted Berry-Esséen Analogue for Autoregressive Processes ⋮ Approximation for Abel sums of independent, identically distributed random variables

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