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Limit theorem for the moment of ruin for integrated Gaussian stationary process with power function as profit

✍ Scribed by S. G. Kobelkov


Book ID
111495021
Publisher
Allerton Press Inc
Year
2011
Tongue
English
Weight
1007 KB
Volume
66
Category
Article
ISSN
0027-1322

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In this paper we consider two functional limit theorems for the non-linear functional of the stationary Gaussian process satisfying short range dependence conditions: the functional CLT for partial sum processes and the uniform CLT for a special class of functions. To carry out the proofs, we develo