Short Communications

Limit theorems for stochastic processes stopped at random

D. Szász

Budapest

Abstract: Convergence of distributions of stochastic processes stopped at random is investigated in case when the stopping time does not depend on the processes in question. A necessary condition and, in case of processes with independent increments, a sufficient condition are given.
The results can be applied to sums of a random number of independent random variables.

Received: 04.05.1971

 English version: Theory of Probability and its Applications, 1971, 16:3, 554–555

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