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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 1, Pages 150–155
(Mi tvp962)
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Short Communications
Remarks on the weak limit of the superposition of asymptotically independent random functions
D. S. Sil'vestrov Kiev
Abstract:
Let ξ(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 this paper we study some general sufficient conditions for the weak convergence of the distribution functions of random variables ξε(νε) to the distribution function of ξ0(ν0) as ε→0 for the scheme when the process ξε(t) and the variable νε are asymptotically (as ε→0) independent.
Received: 18.05.1977
Citation:
D. S. Sil'vestrov, “Remarks on the weak limit of the superposition of asymptotically independent random functions”, Teor. Veroyatnost. i Primenen., 24:1 (1979), 150–155; Theory Probab. Appl., 24:1 (1979), 151–156
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https://www.mathnet.ru/eng/tvp962 https://www.mathnet.ru/eng/tvp/v24/i1/p150
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Abstract page: | 307 | Full-text PDF : | 81 |
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