LIMIT LAWS FOR A STOCHASTIC-PROCESS AND RANDOM RECURSION ARISING IN PROBABILISTIC MODELING

被引：24

作者：

RACHEV, ST ^{[1
]}

SAMORODNITSKY, G ^{[1
]}

机构：

[1] CORNELL UNIV, ORIE, ITHACA, NY 14853 USA

来源：

ADVANCES IN APPLIED PROBABILITY | 1995年 / 27卷 / 01期

关键词：

FINANCIAL MODEL; ENVIRONMENTAL PROCESSES; DISASTROUS EVENT; LIMIT THEOREM; LIMITING DISTRIBUTION; INFINITELY DIVISIBLE DISTRIBUTION; STABLE DISTRIBUTION; GEOMETRIC STABLE DISTRIBUTION; RATE OF CONVERGENCE;

D O I：

10.2307/1428103

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study certain stochastic processes arising in probabilistic modelling. We discuss the limit behavior of these processes and estimate the rate of convergence to the limit.

引用

页码：185 / 202

页数：18

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