Convergence of random step lines to Ornstein-Uhlenbeck-type processes

dc.contributor.author	Chuprunov A.
dc.contributor.author	Fazekas I.
dc.date.accessioned	2018-09-17T21:29:00Z
dc.date.available	2018-09-17T21:29:00Z
dc.date.issued	1998
dc.identifier.issn	1072-3374
dc.identifier.uri	https://dspace.kpfu.ru/xmlui/handle/net/135056
dc.description.abstract	The paper deals with random step-line processes defined by sums of independent identically distributed random variables multiplied by independent indicators. These processes describe some models in which random variables are replaced with other ones. We prove the convergence in distribution of such processes to the weighted Ornstein-Uhlenbeck process. ©1998 Plenum Publishing Corporation.
dc.relation.ispartofseries	Journal of Mathematical Sciences
dc.title	Convergence of random step lines to Ornstein-Uhlenbeck-type processes
dc.type	Article
dc.relation.ispartofseries-issue	3
dc.relation.ispartofseries-volume	92
dc.collection	Публикации сотрудников КФУ
dc.relation.startpage	3881
dc.source.id	SCOPUS10723374-1998-92-3-SID54649083608

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Коллекция содержит публикации сотрудников Казанского федерального (до 2010 года Казанского государственного) университета, проиндексированные в БД Scopus, начиная с 1970г.