Approximation of a Wiener Process Local Time by Functionals of Random Walks

Autor:	N. V. Smorodina, Iskander Ibragimov, M. M. Faddeev
Rok vydání:	2021
Předmět:	Statistics and Probability Discrete mathematics Independent and identically distributed random variables Sequence Stochastic process Poisson distribution Random walk symbols.namesake Wiener process Local time symbols Statistics Probability and Uncertainty Random variable Mathematics
Zdroj:	Theory of Probability & Its Applications. 66:58-74
ISSN:	1095-7219 0040-585X
DOI:	10.1137/s0040585x97t990253
Popis:	A sequence of compound Poisson processes constructed from sums of identically distributed random variables that weakly converges to a Wiener process is considered. Certain functionals of these proc...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::490d11105bb434c5aa823eb8a2e86d78 https://doi.org/10.1137/s0040585x97t990253 Zobrazit plný text záznamu