Limit theorems for mixed max-sum processes with renewal stopping
Probability
2007-05-23 v1
Abstract
This article is devoted to the investigation of limit theorems for mixed max-sum processes with renewal type stopping indexes. Limit theorems of weak convergence type are obtained as well as functional limit theorems.
Keywords
Cite
@article{arxiv.math/0503543,
title = {Limit theorems for mixed max-sum processes with renewal stopping},
author = {Dmitrii S. Silvestrov and Jozef L. Teugels},
journal= {arXiv preprint arXiv:math/0503543},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/105051604000000215 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)