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Teoriya Veroyatnostei i ee Primeneniya, 1971, Volume 16, Issue 3, Pages 567–569 (Mi tvp2316)  
Short Communications

Limit theorems for stochastic processes stopped at random

D. Szász

Budapest
Full-text PDF (245 kB)
Abstract: Convergence of distributions of stochastic processes stopped at random is investigated in case when the stopping time does not depend on the processes in question. A necessary condition and, in case of processes with independent increments, a sufficient condition are given.
The results can be applied to sums of a random number of independent random variables.
Received: 04.05.1971
English version:
Theory of Probability and its Applications, 1971, Volume 16, Issue 3, Pages 554–555
DOI: https://doi.org/10.1137/1116062
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: D. Szász, “Limit theorems for stochastic processes stopped at random”, Teor. Veroyatnost. i Primenen., 16:3 (1971), 567–569; Theory Probab. Appl., 16:3 (1971), 554–555
Citation in format AMSBIB
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\by D.~Sz\'asz
\paper Limit theorems for stochastic processes stopped at random
\jour Teor. Veroyatnost. i Primenen.
\yr 1971
\vol 16
\issue 3
\pages 567--569
\mathnet{http://mi.mathnet.ru/tvp2316}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=341575}
\zmath{https://zbmath.org/?q=an:0252.60011}
\transl
\jour Theory Probab. Appl.
\yr 1971
\vol 16
\issue 3
\pages 554--555
\crossref{https://doi.org/10.1137/1116062}
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