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On Sequences of Random Processes with Tight Jump Majorization

✍ Scribed by Lebedev, V. A.


Book ID
118224630
Publisher
Society for Industrial and Applied Mathematics
Year
1987
Tongue
English
Weight
627 KB
Volume
31
Category
Article
ISSN
0040-585X

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On random walks with jumps scaled by cum
✍ Konstantin Borovkov πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 351 KB

For random walks in which jumps are scaled by cumulative sums of i.i.d.r.v.'s, we establish the strong law of large numbers, CLT-type theorems, and two results related to the distributions of the first hitting times. (~) 1997 Elsevier Science B.V.