A functional limit theorem is proved establishing weak convergence of random walks generated by compound doubly stochastic Poisson processes to Levy processes in the Skorokhod space. As corollaries, theorems are proved on convergence of random walks with jumps having finite variances to Levy processes with mixed normal distributions, and in particular, to stable Levy processes. (C) 2013 Elsevier B.V. All rights reserved.
A. I. Ivlev合作论文数10V. I. Kiparenko合作论文数6N. P. Mif合作论文数6E. A. Zaets合作论文数5E. N. Belikov合作论文数4в ю королев合作论文数3
V. M. Petrov合作论文数Budker Institute of Nuclear Physics3
Victor Korolev合作论文数Institute of Informatics Problems, Lomonosov Moscow State University3V. E. Bening合作论文数3
Alexander I. Zeifman合作论文数Vologda Scientific Coordinate Centre of CEMI RAS, Vologda State Pedagogical University3V. O. Arutyunov合作论文数2V. S. Agamirova合作论文数2V. V. Belyakov合作论文数2V. V. Sychev合作论文数2S. B. Orlov合作论文数2BM ISAEV合作论文数1N. G. Rambidi合作论文数1M. A. Zemel'Man合作论文数1V. A. Malykh合作论文数1F. S. Pinskii合作论文数1V. Ya. Rozenberg合作论文数1V. S. Gershkovich合作论文数1G. N. Sharonov合作论文数1N. I. Tyurin合作论文数1V. N. Yumatov合作论文数1
V.V. Popov合作论文数Institute of Radio Engineering and Electronics (Saratov Division),, Russian Academy of Sciences1D. K. Kollerov合作论文数1A. N. Gordov合作论文数1G. K. Afanas'Ev合作论文数1S. V. Rypalev合作论文数1V. A. Bryukhanov合作论文数1N. V. Radzinskaya合作论文数1É. N. Zhuravlev合作论文数1A. T. Dyuzhin合作论文数1V. P. Rynkevich合作论文数1V. I. Rakhovskii合作论文数1Yu. P. Uspenskii合作论文数1N. D. Fursov合作论文数1
