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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