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Zapiski Nauchnykh Seminarov POMI, 2018, Volume 474, Pages 46–62 (Mi znsl6667)  
This article is cited in 1 scientific paper (total in 1 paper)

Limit behavior of a compound Poisson process with switching and dominated terms

A. N. Borodinab

a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences, St. Petersburg, Russia
b Saint Petersburg State University, Saint Petersburg, Russia
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Abstract: The paper deals with the limit behavior of a compound Poisson process with switching and dominated terms. The switching is provided with Bernulli's random variables and a Markov chain. Under suitable normalization the limit process is a Brownian motion with switching variance and jumps.
Key words and phrases: Bernulli random variables, Markov chain, compound Poisson process with switching and dominated terms, limit distribution.
Funding agency Grant number
Russian Academy of Sciences - Federal Agency for Scientific Organizations PRAS-18-01
Received: 10.10.2018
Document Type: Article
UDC: 519.2
Language: Russian
Citation: A. N. Borodin, “Limit behavior of a compound Poisson process with switching and dominated terms”, Probability and statistics. Part 27, Zap. Nauchn. Sem. POMI, 474, POMI, St. Petersburg, 2018, 46–62
Citation in format AMSBIB
\Bibitem{Bor18}
\by A.~N.~Borodin
\paper Limit behavior of a compound Poisson process with switching and dominated terms
\inbook Probability and statistics. Part~27
\serial Zap. Nauchn. Sem. POMI
\yr 2018
\vol 474
\pages 46--62
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6667}
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  • https://www.mathnet.ru/eng/znsl/v474/p46
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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