Limit theorems for mixed max-sum processes with renewal stopping
Abstract
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.
- Publication:
-
arXiv Mathematics e-prints
- Pub Date:
- March 2005
- DOI:
- arXiv:
- arXiv:math/0503543
- Bibcode:
- 2005math......3543S
- Keywords:
-
- Mathematics - Probability;
- 60F17;
- 60G51;
- 60G70;
- 60K05. (Primary)
- E-Print:
- Published at http://dx.doi.org/10.1214/105051604000000215 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)