Limit theorems for mixed max.sum processes with renewal stopping

Authors
Silvestrov, Dmitrii S. Teugels, Jozef L.
Citation
S. Silvestrov, Dmitrii et L. Teugels, Jozef, Limit theorems for mixed max.sum processes with renewal stopping, Annals of applied probability , 14(4), 2004, pp. 1838-1868
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
14
Issue
4
Year of publication
2004
Pages
1838 - 1868
Database
ACNP
SICI code
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.