Limit theorems for mixed max–sum processes with renewal stopping
Silvestrov, Dmitrii S. ; Teugels, Jozef L.
Ann. Appl. Probab., Tome 14 (2004) no. 1, p. 1838-1868 / Harvested from Project Euclid
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This article is devoted to the investigation of limit theorems for mixed max–sum processes with renewal type stopping indexes. Limit theorems of weak convergence type are obtained as well as functional limit theorems.
Publié le : 2004-11-14
Classification:  Max–sum process,  renewal stopping,  weak convergence,  functional limit theorem,  60F17,  60G51,  60G70,  60K05 
@article{1099674080,
     author = {Silvestrov, Dmitrii S. and Teugels, Jozef L.},
     title = {Limit theorems for mixed max--sum processes with renewal stopping},
     journal = {Ann. Appl. Probab.},
     volume = {14},
     number = {1},
     year = {2004},
     pages = { 1838-1868},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1099674080}
}

Silvestrov, Dmitrii S.; Teugels, Jozef L. Limit theorems for mixed max–sum processes with renewal stopping. Ann. Appl. Probab., Tome 14 (2004) no. 1, pp.  1838-1868. http://gdmltest.u-ga.fr/item/1099674080/