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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 1, Pages 150–155
(Mi tvp962)
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Short Communications
Remarks on the weak limit of the superposition of asymptotically independent random functions
D. S. Sil'vestrov Kiev
Abstract:
Let $\xi(t)$, $t\ge 0$, be a continuous from the right stochastic process without discontinuities of the second kind and $\nu_{\varepsilon}$ (for each $\varepsilon\ge 0$) be a non-negative random variable. In this paper we study some general sufficient conditions for the weak convergence of the distribution functions of random variables $\xi_{\varepsilon}(\nu_{\varepsilon})$ to the distribution function of $\xi_0(\nu_0)$ as $\varepsilon\to 0$ for the scheme when the process $\xi_{\varepsilon}(t)$ and the variable $\nu_{\varepsilon}$ are asymptotically (as $\varepsilon\to 0$) independent.
Received: 18.05.1977
Citation:
D. S. Sil'vestrov, “Remarks on the weak limit of the superposition of asymptotically independent random functions”, Teor. Veroyatnost. i Primenen., 24:1 (1979), 150–155; Theory Probab. Appl., 24:1 (1979), 151–156
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https://www.mathnet.ru/eng/tvp962 https://www.mathnet.ru/eng/tvp/v24/i1/p150
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Abstract page: | 254 | Full-text PDF : | 71 |
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