DOI

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.

Язык оригиналаанглийский
Страницы (с-по)805-811
Число страниц7
ЖурналJournal of Mathematical Sciences (United States)
Том225
Номер выпуска5
DOI
СостояниеОпубликовано - 1 сен 2017

    Предметные области Scopus

  • Теория вероятности и статистика
  • Математика (все)
  • Прикладная математика

ID: 15542743