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Zapiski Nauchnykh Seminarov POMI, 2015, Volume 442, Pages 122–132 (Mi znsl6248)  

This article is cited in 7 scientific papers (total in 7 papers)

Tightness of the sums of independent identically distributed pseudo-poissonian processes in the Skorokhod space

O. V. Rusakov

St. Petersburg State University, St. Petersburg, Russia
Full-text PDF (170 kB) Citations (7)
References:
Abstract: We consider pseudo-poissonian process of the following simple type: it is a poissonian subordinator for a sequence of i.i.d. random variables with a finite variance. Next we consider sums of i.i.d. copies of such pseudo-poissonian process. For a family of the distributions of these random sums we prove the tightness (relative compactness) in the Skorokhod space. Under conditions of the Central Limit Theorem for vectors we obtain a weak convergence in the functional Skorokhod space of the examined sums to the Ornstein–Uhlenbeck process.
Key words and phrases: poissonian subordinators for sequences, sums of i.i.d. pseudo-poissonian processes, tightness of a family of distributions in the Skorokhod space, convergence to the Ornstein–Uhlenbeck process in the functional Skorokhod space.
Received: 07.12.2015
English version:
Journal of Mathematical Sciences (New York), 2017, Volume 225, Issue 5, Pages 805–811
DOI: https://doi.org/10.1007/s10958-017-3496-z
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: O. V. Rusakov, “Tightness of the sums of independent identically distributed pseudo-poissonian processes in the Skorokhod space”, Probability and statistics. Part 23, Zap. Nauchn. Sem. POMI, 442, POMI, St. Petersburg, 2015, 122–132; J. Math. Sci. (N. Y.), 225:5 (2017), 805–811
Citation in format AMSBIB
\Bibitem{Rus15}
\by O.~V.~Rusakov
\paper Tightness of the sums of independent identically distributed pseudo-poissonian processes in the Skorokhod space
\inbook Probability and statistics. Part~23
\serial Zap. Nauchn. Sem. POMI
\yr 2015
\vol 442
\pages 122--132
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6248}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3506849}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2017
\vol 225
\issue 5
\pages 805--811
\crossref{https://doi.org/10.1007/s10958-017-3496-z}
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  • https://www.mathnet.ru/eng/znsl/v442/p122
  • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    References:66
     
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