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Limit theorems for mixed max-sum processes with renewal stopping
Mälardalen University, Department of Mathematics and Physics.ORCID iD: 0000-0002-2626-5598
Katholieke Universiteit Leuven, Belgium.
2004 (English)In: The Annals of Applied Probability, ISSN 1050-5164, E-ISSN 2168-8737, Vol. 14, no 4, p. 1838-1868Article in journal (Refereed) Published
Abstract [en]

This article is devoted to the investigation of limit theorems for mixed max-sum processes with renewal type stopping indexes. Limit theoremsof weak convergence type are obtained as well as functional limit theorems.
Place, publisher, year, edition, pages
2004. Vol. 14, no 4, p. 1838-1868
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Probability Theory and Statistics Mathematical Analysis
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URN: urn:nbn:se:mdh:diva-3082DOI: 10.1214/105051604000000215ISI: 000225444500009Scopus ID: 2-s2.0-26844520430OAI: oai:DiVA.org:mdh-3082DiVA, id: diva2:115746
Available from: 2007-03-28 Created: 2007-03-28 Last updated: 2017-12-14Bibliographically approved

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Silvestrov, Dmitrii S.

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