AN EMBEDDING OF COMPENSATED COMPOUND POISSON PROCESSES WITH APPLICATIONS TO LOCAL-TIMES

• 成果类型: Article
• 署名作者: KHOSHNEVISAN, D
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176989408
• 发表日期: 1993
• 页码: 340-361
• 关键词: convergence; character

摘要

We present a Brownian embedding for a broad class of compensated compound Poisson processes. Applications of this method are discussed for a problem of level crossings, as well as Donsker's invariance type of principles. In particular, we give a central limit theorem for local times.