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

页码：764 / 776

页数：12

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