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Limit theorems for randomly stopped stochastic processes

✍ Scribed by D. Silvestrov


Publisher
Springer US
Year
2006
Tongue
English
Weight
101 KB
Volume
138
Category
Article
ISSN
1573-8795

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A limit theorem for randomly stopped ind
✍ Peter Becker–Kern; Gyula Pap πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 230 KB πŸ‘ 1 views

## Abstract In the spirit of the classical random central limit theorem a general limit theorem for random stopping in the scheme of infinitesimal triangular arrays on a separable metrizable group is presented. The approach incorporates and generalizes earlier results for normalized sequences of in