Limit Behavior of a Compound Poisson Process with Switching Between Multiple Values

被引：0
|
作者：
Borodin A.N. [1 ,2 ]
机构：
[1] St. Petersburg Department of the Steklov Mathematical Institute, St. Petersburg
[2] St. Petersburg State University, St. Petersburg
来源：
Journal of Mathematical Sciences | 2021年 / 258卷 / 6期
关键词：
D O I：
10.1007/s10958-021-05579-w
中图分类号：
学科分类号：
摘要：
The paper deals with the limit behavior of a compound Poisson process with switching between a finite number of sequences of i.i.d. random variables. The switching is provided by Bernoulli’s random variables. Under suitable normalization, the limit process is a Brownian motion with switching variance. © 2021, Springer Science+Business Media, LLC, part of Springer Nature.
引用
收藏
页码：764 / 776
页数：12
相关论文
共 50 条
12345