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On the rate of convergence of some functionals of a stochastic process

Published online by Cambridge University Press:  14 July 2016

S. Rachev  and
P. Todorovic
S. Rachev
Affiliation:
University of California, Santa Barbara
P. Todorovic*
Affiliation:
University of California, Santa Barbara
*
∗ Postal address for both authors: Department of Statistics and Applied Probability, University of California, Santa Barbara, CA 93106, USA.
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Abstract

This paper is concerned with the rate of convergence of certain functionals associated with a stochastic process arising in the modelling of soil erosion. Some limit theorems are derived for the total crop production Sn over a number n of years, and the rate of convergence of Sn to its limit S is discussed. Some stability assumptions are considered, and particular stable geometric infinitely divisible processes analyzed.

Keywords

LIMITING DISTRIBUTIONSTABLE PROCESSINFINITELY DIVISIBLE PROCESS
Type
Research Papers
Information
Journal of Applied Probability , Volume 27 , Issue 4 , December 1990 , pp. 805 - 814
Copyright
Copyright © Applied Probability Trust 1990 

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Footnotes

Research supported in part by NSF Grant DMS-8902330.

References

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