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A note on weak convergence to extremal processes

✍ Scribed by S. Ravi


Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
361 KB
Volume
13
Category
Article
ISSN
0167-7152

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For a diffusion type process dX, = d w + a(t, X) dt and a sequence (f,) of nonnegative functions necessary and sufficient conditions to the f, are established which guarantee the as. convergence of fn(X,) dt to zero. This result is applied to derive simple necessary and sufficient conditions for the