Necessary conditions in limit theorems for cumulative processes.
type: Item
instance of: scholarly article
title: Necessary conditions in limit theorems for cumulative processes.
zbMATH Open document ID: 1059.60025
DOI: 10.1016/S0304-4149(01)00146-6
author: Peter W. Glynn
author: Ward Whitt
published in: Stochastic Processes and their Applications
publication date: 2005-02-25T00:00:00Z
review text: The paper presents a study on a cumulative process and its asymptotic behaviour in law. The authors prove necessity for conditions earlier shown to be sufficient for a central limit theorem.
reviewed by: Petr Lachout
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60J99
Mathematics Subject Classification ID: 60K05
zbMATH DE Number: 2138953
zbMATH Keywords: central limit theorem
zbMATH Keywords: Markov chain
zbMATH Keywords: regenerative process
zbMATH Keywords: cumulative process
zbMATH Keywords: random sums
zbMATH Keywords: law of large numbers
MaRDI profile type: Publication
cites work: Q5560061
cites work: Q3992980
cites work: Q5524074
cites work: Q5624436
cites work: Limit theorems for cumulative processes
cites work: Q4039795
cites work: W. Doeblin 1915-1940
cites work: Q4301585
cites work: Q3276190
cites work: Stochastic-Process Limits
Wikidata QID: Q127012518
description: scientific article; zbMATH DE number 2138953