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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2007, том 13(29), выпуск 4, страницы 233–246 (Mi thsp249)

Strong invariance principle for renewal and randomly stopped processes

Nadiia Zinchenko

Department of Probability Theory and Mathematical Statistics, Kyiv National Taras Shevchenko University, Kyiv, Ukraine

Аннотация: The strong invariance principle for renewal process and randomly stopped sums when summands belong to the domain of attraction of an $\alpha$-stable law is presented

Ключевые слова: Lévy processes, stable processes, invariance principle, domain of attraction,renewal process, randomly stopped process, risk models.

MSC: 60F17, 60F15, 60G52, 60G50

Язык публикации: английский



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