Asymptotic behavior of compound nonordinary Cox processes with nonzero means

Bening, V. E.; Korolev, V. Yu.

doi:10.1007/bf02432355

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N(t) S(t) = F_ X~ T > O (12)1

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2000

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“…Throughout the paper, we will assume that there exist EX1 = a and DXl = 0 .2 > 0. In our works [2,4,8], we considered the asymptotic behavior of compound Cox processes with EA(t) being finite and equal to t In [11], we proved necessary and sufficient conditions for the convergence of compound Cox processes with nonzero means and without any moment*type assumptions concerning A(t).…”

Section: N(t) S(t) = F_ X~ T > O (12)mentioning

confidence: 99%

The asymptotic behavior of extrema of compound Cox processes with nonzero means

Korolev

2000

J Math Sci

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We give necessary and sufficient conditions for the weak convergence of one-dimensional distributions of extrema of compound Cox processes with jumps having finite variances and nonzero expectations. No moment-type restrictions are imposed on the controlling process. As corollaries, we obtain criteria of the normal convergence of extrema of compound Cox processes with nonzero means. Convergence rate estimates are also presented.

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Section: N(t) S(t) = F_ X~ T > O (12)mentioning

confidence: 99%

The asymptotic behavior of extrema of compound Cox processes with nonzero means

Korolev

2000

J Math Sci

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show abstract

Asymptotic behavior of compound nonordinary Cox processes with nonzero means

Cited by 1 publication

References 7 publications

The asymptotic behavior of extrema of compound Cox processes with nonzero means

The asymptotic behavior of extrema of compound Cox processes with nonzero means

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