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APPROXIMATION OF A WIENER PROCESS LOCAL TIME BY FUNCTIONALS OF RANDOM WALKS. / Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M.

в: Theory of Probability and its Applications, Том 66, № 1, 2021, стр. 58-74.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

Ibragimov, IA, Smorodina, NV & Faddeev, MM 2021, 'APPROXIMATION OF A WIENER PROCESS LOCAL TIME BY FUNCTIONALS OF RANDOM WALKS', Theory of Probability and its Applications, Том. 66, № 1, стр. 58-74. https://doi.org/10.1137/S0040585X97T990253

APA

Ibragimov, I. A., Smorodina, N. V., & Faddeev, M. M. (2021). APPROXIMATION OF A WIENER PROCESS LOCAL TIME BY FUNCTIONALS OF RANDOM WALKS. Theory of Probability and its Applications, 66(1), 58-74. https://doi.org/10.1137/S0040585X97T990253

Vancouver

Ibragimov IA, Smorodina NV, Faddeev MM. APPROXIMATION OF A WIENER PROCESS LOCAL TIME BY FUNCTIONALS OF RANDOM WALKS. Theory of Probability and its Applications. 2021;66(1):58-74. https://doi.org/10.1137/S0040585X97T990253

Author

Ibragimov, I. A. ; Smorodina, N. V. ; Faddeev, M. M. / APPROXIMATION OF A WIENER PROCESS LOCAL TIME BY FUNCTIONALS OF RANDOM WALKS. в: Theory of Probability and its Applications. 2021 ; Том 66, № 1. стр. 58-74.

BibTeX

@article{29af79d4f90b404b994b370f8e78e5e5,
title = "APPROXIMATION OF A WIENER PROCESS LOCAL TIME BY FUNCTIONALS OF RANDOM WALKS",
abstract = "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.",
keywords = "limit theorem, local time, random process",
author = "Ibragimov, {I. A.} and Smorodina, {N. V.} and Faddeev, {M. M.}",
note = "Publisher Copyright: {\textcopyright} 2021 Society for Industrial and Applied Mathematics and by SIAM. Unauthorized reproduction of this article is prohibited.",
year = "2021",
doi = "10.1137/S0040585X97T990253",
language = "English",
volume = "66",
pages = "58--74",
journal = "Theory of Probability and its Applications",
issn = "0040-585X",
publisher = "Society for Industrial and Applied Mathematics",
number = "1",

}

RIS

TY - JOUR

T1 - APPROXIMATION OF A WIENER PROCESS LOCAL TIME BY FUNCTIONALS OF RANDOM WALKS

AU - Ibragimov, I. A.

AU - Smorodina, N. V.

AU - Faddeev, M. M.

N1 - Publisher Copyright: © 2021 Society for Industrial and Applied Mathematics and by SIAM. Unauthorized reproduction of this article is prohibited.

PY - 2021

Y1 - 2021

N2 - 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.

AB - 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.

KW - limit theorem

KW - local time

KW - random process

UR - http://www.scopus.com/inward/record.url?scp=85129667566&partnerID=8YFLogxK

U2 - 10.1137/S0040585X97T990253

DO - 10.1137/S0040585X97T990253

M3 - Article

AN - SCOPUS:85129667566

VL - 66

SP - 58

EP - 74

JO - Theory of Probability and its Applications

JF - Theory of Probability and its Applications

SN - 0040-585X

IS - 1

ER -

ID: 96490797