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Asymptotic distributions of weighted compound Poisson bridges

Published online by Cambridge University Press:  24 October 2008

Barbara Szyszkowicz
Barbara Szyszkowicz
Affiliation:
Department of Mathematics and Statistics, Carleton University, Ottawa, Ontario, CanadaK1S 5B6
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Extract

Let S(N(t)) be defined by

where {N(t), t ≥ 0} is a Poisson process with intensity parameter 1/μ > 0 and {Xi i ≥ 1} is a family of independent random variables which are also independent of {N(t), t ≥ 0}.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 112 , Issue 3 , November 1992 , pp. 613 - 629
Copyright
Copyright © Cambridge Philosophical Society 1992

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