Asymptotic behavior of compound nonordinary Cox processes with nonzero means View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

1998-11

AUTHORS

V. E. Bening, V. Yu. Korolev

ABSTRACT

We present necessary and sufficient conditions for the weak convergence of compound, nonordinary, doubly stochastic Poisson processes (also called compound nonordinary Cox processes) when the jumps have nonzero means and finite variances, describe the class of limit laws, give the convergence rate estimate, and construct the asymptotic expansions for the distributions of compound nonordinary Cox processes and the estimates for their concentration functions. More... »

PAGES

3836-3856

Journal

TITLE

Journal of Mathematical Sciences

ISSUE

3

VOLUME

92

Author Affiliations

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/bf02432355

DOI

http://dx.doi.org/10.1007/bf02432355

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1030269350


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