Research output: Contribution to journal › Article › peer-review
A sequence of compound Poisson processes constructed from sums of identically distributed random variables that weakly converges to a Wiener process is considered. Certain functionals of these processes are shown to converge in distribution to the local time of a Wiener process.
| Original language | English |
|---|---|
| Pages (from-to) | 58-74 |
| Journal | Theory of Probability and its Applications |
| Volume | 66 |
| Issue number | 1 |
| DOIs | |
| State | Published - 2021 |
ID: 96490797