Asymptotic distributions of weighted compound Poisson bridges

Let S(N(t)) be defined by where {N(t), t ≥ 0} is a Poisson process with intensity parameter 1/μ > 0 and {Xi i ≥ 1} is a family of independent random variables which are also independent of {N(t), t ≥ 0}.

Bibliographische Detailangaben

Veröffentlicht in:	Mathematical proceedings of the Cambridge Philosophical Society 1992-11, Vol.112 (3), p.613-629
1. Verfasser:	Szyszkowicz, Barbara
Format:	Artikel
Sprache:	eng
Schlagworte:	Exact sciences and technology Mathematics Probability and statistics Probability theory and stochastic processes Sciences and techniques of general use Stochastic processes
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!