Abstract:
Let ξε(t), t≥0, be a continuous from the right stochastic process without discontinuities of the second kind and νε, for each ε≥0, be a non-negative random variable.
In the paper, general sufficient conditions are studied for weak convergence of the distribution functions of the random variables ξε(νε) to the distribution function of ε0(ν0) as ε→0.
Citation:
D. S. Sil'vestrov, “Remarks about the limit of composite random function”, Teor. Veroyatnost. i Primenen., 17:4 (1972), 707–715; Theory Probab. Appl., 17:4 (1973), 669–677
\Bibitem{Sil72}
\by D.~S.~Sil'vestrov
\paper Remarks about the limit of composite random function
\jour Teor. Veroyatnost. i Primenen.
\yr 1972
\vol 17
\issue 4
\pages 707--715
\mathnet{http://mi.mathnet.ru/tvp4343}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=317385}
\zmath{https://zbmath.org/?q=an:0289.60019}
\transl
\jour Theory Probab. Appl.
\yr 1973
\vol 17
\issue 4
\pages 669--677
\crossref{https://doi.org/10.1137/1117079}
Linking options:
https://www.mathnet.ru/eng/tvp4343
https://www.mathnet.ru/eng/tvp/v17/i4/p707
This publication is cited in the following 9 articles:
Asymptotic and Analytic Methods in Stochastic Evolutionary Systems, 2023, 227
D. S. Silvestrov, “Convergence in skorokhod J-topology for
compositions of stochastic processes”, Theory Stoch. Process., 14(30):1 (2008), 126–143
Peter Becker–Kern, Gyula Pap, “A limit theorem for randomly stopped independent increment processes on separable metrizable groups”, Mathematische Nachrichten, 280:15 (2007), 1664
D. Silvestrov, “Limit theorems for randomly stopped stochastic processes”, J Math Sci, 138:1 (2006), 5467
P. Becker-Kern, “Random Sums of Independent Random Vectors Attracted by (Semi)-Stable Hemigroups”, Journal of Applied Analysis, 10:1 (2004)
D. V. Korolyuk, D. S. Sil'vestrov, “Entry times into asymptotically receding regions for random processes with semi-Markov switchings”, Theory Probab. Appl., 29:3 (1985), 558–563
D. V. Koroljuk, D. S. Sil'vestrov, “The moments of the first entrance into asymptotically retiring domains for ergodic Markov chains”, Theory Probab. Appl., 28:2 (1984), 432–442
D. S. Sil'vestrov, “Remarks on the weak limit of the superposition of asymptotically independent random functions”, Theory Probab. Appl., 24:1 (1979), 151–156
D. Szász, P. Major, “Letter to the Editors”, Theory Probab. Appl., 20:1 (1975), 214–215