Limit theorems for mixed max-sum processes with renewal stopping

• 成果类型: Article
• 署名作者: Silvestrov, DS; Teugels, JL
• 署名单位: Malardalen University; KU Leuven
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• DOI: 10.1214/105051604000000215
• 发表日期: 2004
• 页码: 1838-1868
• 关键词: invariance-principle; WEAK-CONVERGENCE; random number; maximum; distributions; exceedances; extremes; BEHAVIOR; term

摘要

This article is devoted to the investigation of limit theorems for mixed max-sum processes with renewal type stopping indexes. Limit theorems of weak convergence type are obtained as well as functional limit theorems.