Change search
ReferencesLink to record
Permanent link

Direct link
Limit Theorems for Randomly Stopped Stochastic Processes
Stockholm University, Faculty of Science, Department of Mathematics. (mathematical statistics)
2004 (English)Book (Other academic)
Abstract [en]

The book is devoted to studies of weak limit theorems for randomly stopped stochastic processes and functional limit theorems for compositions of stochastic processes. A survey of basic results related to weak convergence of random variables and stochastic processes, including basic facts concerning the convergence of càdlàg processes in topologies  J and U is given. General conditions of weak convergence for randomly stopped stochastic processes and compositions of càdlàg processes are presented. Functional limit theorems about convergence of compositions of càdlàg processes in topologies U and J are given. Applications to random sums, extremes with random sample size, generalised exceeding processes, sum-processes with renewal stopping, accumulation processes, max-processes with renewal stopping, and shock processes are presented. The book also contains an extended bibliography of works in the area.

Place, publisher, year, edition, pages
London: Springer , 2004. , XIV + 398 p.
, Probability and its Applications
National Category
Probability Theory and Statistics
Research subject
Mathematical Statistics
URN: urn:nbn:se:su:diva-45706ISBN: 1-85233-777-XOAI: diva2:369396
Available from: 2010-11-10 Created: 2010-11-10 Last updated: 2011-05-10Bibliographically approved

Open Access in DiVA

No full text

By organisation
Department of Mathematics
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 127 hits
ReferencesLink to record
Permanent link

Direct link