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Teoriya Veroyatnostei i ee Primeneniya, 1973, Volume 18, Issue 3, Pages 457–467
(Mi tvp2715)
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This article is cited in 3 scientific papers (total in 3 papers)
The limit theorems for some functionals of processes with independent increments
Yu. A. Davydov Leningrad
Abstract:
This paper deals with asymptotical behaviour of the distribution of the functional $\frac1{D_T}\int_0^Th(S_t)\,dt$, where $S_t$ is a stochastic process with independent and stationary increments, $h(x)$ is a bounded function such that
$$
\frac1{T^\beta}\int_0^Th(x)\,dx\to p,\quad\frac1{T^\beta}\int_{-T}^0h(x)\,dx\ge q,\quad T\to\infty,\quad0\le\beta\le1
$$
and $D_T$ is a normalizing factor.
Received: 20.07.1972
Citation:
Yu. A. Davydov, “The limit theorems for some functionals of processes with independent increments”, Teor. Veroyatnost. i Primenen., 18:3 (1973), 457–467; Theory Probab. Appl., 18:3 (1974), 431–441
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