We consider a pseudo-Poisson process of the following simple type. This process is a Poissonian subordinator for a sequence of i.i.d. random variables with finite variance. Further we consider sums of i.i.d. copies of a pseudo-Poisson process. For a family of distributions of these random sums, we prove the tightness (relative compactness) in the Skorokhod space. Under the conditions of the Central Limit Theorem for vectors, we establish the weak convergence in the functional Skorokhod space of the examined sums to the Ornstein–Uhlenbeck process.

Original languageEnglish
Pages (from-to)805-811
Number of pages7
JournalJournal of Mathematical Sciences (United States)
Volume225
Issue number5
DOIs
StatePublished - 1 Sep 2017

    Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Applied Mathematics

ID: 15542743