LIMIT LAWS FOR A STOCHASTIC-PROCESS AND RANDOM RECURSION ARISING IN PROBABILISTIC MODELING

Authors
RACHEV ST SAMORODNITSKY G
Citation
St. Rachev et G. Samorodnitsky, LIMIT LAWS FOR A STOCHASTIC-PROCESS AND RANDOM RECURSION ARISING IN PROBABILISTIC MODELING, Advances in Applied Probability, 27(1), 1995, pp. 185-202
Citations number
40
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Advances in Applied Probability → ACNP
ISSN journal
00018678
Volume
27
Issue
1
Year of publication
1995
Pages
185 - 202
Database
ISI
SICI code
0001-8678(1995)27:1<185:LLFASA>2.0.ZU;2-G
Abstract
We study certain stochastic processes arising in probabilistic modelli ng. We discuss the limit behavior of these processes and estimate the rate of convergence to the limit.