We gratefully acknowledge support from
the Simons Foundation and member institutions.
Full-text links:

Download:

Current browse context:

math.PR

Change to browse by:

References & Citations

Bookmark

(what is this?)
CiteULike logo BibSonomy logo Mendeley logo del.icio.us logo Digg logo Reddit logo

Mathematics > Probability

Title: Refined distributional limit theorems for compound sums

Abstract: The paper is a sketch of systematic presentation of distributional limit theorems and their refinements for compound sums. When analyzing, e.g., ergodic semi-Markov systems with discrete or continuous time, this allows us to separate those aspects that lie within the theory of random processes from those that relate to the classical summation theory. All these limit theorems are united by a common approach to their proof, based on the total probability rule, auxiliary multidimensional limit theorems for sums of independent random vectors, and (optionally) modular analysis.
Comments: 25 pages, 3 figures
Subjects: Probability (math.PR)
MSC classes: 60
ACM classes: G.3
Cite as: arXiv:2404.17155 [math.PR]
  (or arXiv:2404.17155v1 [math.PR] for this version)

Submission history

From: Vsevolod Malinovskii [view email]
[v1] Fri, 26 Apr 2024 04:55:44 GMT (246kb)

Link back to: arXiv, form interface, contact.