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Statistical simulation of one type of pairs of random variables with the use of fictitious jumps

✍ Scribed by A. I. Khisamutdinov

Book ID
110194680
Publisher
SP MAIK Nauka/Interperiodica
Year
2007
Tongue
English
Weight
261 KB
Volume
47
Category
Article
ISSN
0965-5425

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πŸ“œ SIMILAR VOLUMES

On random walks with jumps scaled by cum
On random walks with jumps scaled by cumulative sums of random variables
✍ 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.