Limit theorems for discounted convergent perpetuities II

DOI10.1214/23-EJP907zbMath1508.60040arXiv2208.01609WikidataQ123149136 ScholiaQ123149136MaRDI QIDQ6406786

Alexander Marynych, A. V. Nikitin, Aleksander M. Iksanov

Publication date: 2 August 2022

Mathematics Subject Classification ID

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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