Research output: Contribution to journal › Article › peer-review
Limit theorems for increments of processes with independent increments. / Frolov, A. N.
In: Doklady Akademii Nauk, Vol. 393, No. 2, 2003, p. 165-169.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Limit theorems for increments of processes with independent increments
AU - Frolov, A. N.
N1 - Copyright: Copyright 2008 Elsevier B.V., All rights reserved.
PY - 2003
Y1 - 2003
N2 - Investigated is asymptotic almost surely behavior of increments (AASBI) of stochastically continuous homogeneous processes with independent increments (SCHPwII). The universal formula is derived for normalizing function in the limit theorems on AASBI SCHPwII. It allows constructing the integral theory of AASBI SCHPwII including certain considered statistical laws and thus enables to expand AASBI description results for the whole class of SCHPwII.
AB - Investigated is asymptotic almost surely behavior of increments (AASBI) of stochastically continuous homogeneous processes with independent increments (SCHPwII). The universal formula is derived for normalizing function in the limit theorems on AASBI SCHPwII. It allows constructing the integral theory of AASBI SCHPwII including certain considered statistical laws and thus enables to expand AASBI description results for the whole class of SCHPwII.
UR - http://www.scopus.com/inward/record.url?scp=5644245056&partnerID=8YFLogxK
M3 - Article
AN - SCOPUS:5644245056
VL - 393
SP - 165
EP - 169
JO - ДОКЛАДЫ АКАДЕМИИ НАУК
JF - ДОКЛАДЫ АКАДЕМИИ НАУК
SN - 0869-5652
IS - 2
ER -
ID: 77795571