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

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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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  • Публикации сотрудников КФУ Scopus [24551]
    Коллекция содержит публикации сотрудников Казанского федерального (до 2010 года Казанского государственного) университета, проиндексированные в БД Scopus, начиная с 1970г.

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