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Zapiski Nauchnykh Seminarov POMI, 2019, Volume 486, Pages 44–62 (Mi znsl6881)  
This article is cited in 1 scientific paper (total in 1 paper)

Limit behaviour of a compound Poisson process with switching between multiple values

A. N. Borodin

St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
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Abstract: The paper deals with the limit behaviour of a compound Poisson process with switching between a finite number of sequences of i.i.d. random variables. The switching is provided with Bernulli's random variables. Under suitable normalization the limit process is a Brownian motion with switching variance.
Key words and phrases: compound Poisson process with switching, limit distribution, Brownian motion with switching variance.
Funding agency Grant number
Russian Foundation for Basic Research 16-01-00367_а
Received: 13.11.2019
Document Type: Article
UDC: 519.2
Language: Russian
Citation: A. N. Borodin, “Limit behaviour of a compound Poisson process with switching between multiple values”, Probability and statistics. Part 28, Zap. Nauchn. Sem. POMI, 486, POMI, St. Petersburg, 2019, 44–62
Citation in format AMSBIB
\Bibitem{Bor19}
\by A.~N.~Borodin
\paper Limit behaviour of a compound Poisson process with switching between multiple values
\inbook Probability and statistics. Part~28
\serial Zap. Nauchn. Sem. POMI
\yr 2019
\vol 486
\pages 44--62
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6881}
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  • https://www.mathnet.ru/eng/znsl6881
  • https://www.mathnet.ru/eng/znsl/v486/p44
    • 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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