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Probability bounds for M-Skorohod oscillations

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Publication:908574
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DOI10.1016/0304-4149(89)90066-5zbMath0693.60005OpenAlexW2046991419MaRDI QIDQ908574

Murad S. Taqqu, Florin Avram

Publication date: 1989

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/2144/31170


zbMATH Keywords

weak convergencetightness


Mathematics Subject Classification ID

Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)


Related Items (6)

Patterns of buffer overflow in a class of queues with long memory in the input stream ⋮ Contagious McKean-Vlasov systems with heterogeneous impact and exposure ⋮ On Mean Field Games models for exhaustible commodities trade ⋮ Embedded Markov chain approximations in Skorokhod topologies ⋮ Functional limit theorems for renewal shot noise processes with increasing response functions ⋮ Functional convergence for moving averages with heavy tails and random coefficients



Cites Work

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  • Some Useful Functions for Functional Limit Theorems


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