Limit theorems for randomly stopped stochastic processes

DOI10.1007/s10958-006-0313-5zbMath1120.60020OpenAlexW4230534812MaRDI QIDQ876854

Dmitrii S. Silvestrov

Publication date: 19 April 2007

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-006-0313-5

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) General theory of stochastic processes (60G07) Limit theorems in probability theory (60F99)

Related Items (4)

Semi-Markov Random Walk in Poisson Approximation Scheme ⋮ Statistical inference for inter-arrival times of extreme events in bursty time series ⋮ Limit theorems for randomly stopped stochastic processes ⋮ Limit theorems for mixed max-sum processes with renewal stopping

Cites Work

• Limit theorems for randomly stopped stochastic processes
• On the asymptotic distribution of the sum of a random number of independent random variables
• Some Useful Functions for Functional Limit Theorems
• Conditions for Convergence of the Superposition of Random Processes in the J-Topology
• Limit theorems for extremes with random sample size
• Remarks on the Limit of a Composite Random Function
• Generalized Poisson Models and their Applications in Insurance and Finance
• On the quality of poisson approximations
• On the central limit theorem for the sum of a random number of independent random variables
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