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Volumn 43, Issue 4, 1998, Pages 644-650

On convergence of distributions of compound Cox processes to stable laws

Author keywords

Compound Cox process; Doubly stochastic Poisson process (Cox process); Heavy tails; Strictly stable distribution

Indexed keywords


EID: 0038979606     PISSN: 0040585X     EISSN: None     Source Type: Journal    
DOI: 10.1137/s0040585x97977227     Document Type: Article
Times cited : (21)

References (15)
  • 1
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    • (1976) Lecture Notes in Math. , vol.529
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  • 2
    • 0007158574 scopus 로고    scopus 로고
    • On approximations to generalized poisson processes
    • V. E. BENING, V. YU. KOROLEV, AND S. YA. SHORGIN, On approximations to generalized Poisson processes, J. Math. Sci., 83 (1997), pp. 360-373.
    • (1997) J. Math. Sci. , vol.83 , pp. 360-373
    • Bening, V.E.1    Korolev, V.Yu.2    Shorgin, S.Ya.3
  • 4
    • 0007224027 scopus 로고    scopus 로고
    • Modeling of distributions of stock prices by means of methods of the asymptotic theory of random summation
    • in Russian
    • V. YU. KOROLEV, Modeling of distributions of stock prices by means of methods of the asymptotic theory of random summation, Obozrenie Priklad. i Prom. Matem., 4 (1997), pp. 86-102 (in Russian).
    • (1997) Obozrenie Priklad. i Prom. Matem. , vol.4 , pp. 86-102
    • Korolev, V.Yu.1
  • 6
    • 0007228814 scopus 로고    scopus 로고
    • A general theorem on the limit behavior of superpositions of independent random processes with applications to Cox processes
    • V. YU. KOROLEV, A general theorem on the limit behavior of superpositions of independent random processes with applications to Cox processes, J. Math. Sci., 81 (1996), pp. 2951-2956.
    • (1996) J. Math. Sci. , vol.81 , pp. 2951-2956
    • Korolev, V.Yu.1
  • 8
    • 0030177757 scopus 로고    scopus 로고
    • Asymptotic behavior of generalized Cox processes
    • in Russian
    • V. E. BENING AND V. YU. KOROLEV, Asymptotic behavior of generalized Cox processes, Vestnik Moskov. Univ. Ser. XV, Vychisl. Mat. Kibernet., 3 (1996), pp. 55-68 (in Russian); Moscow Univ. Comput. Math. Cybernet., 3 (1997), pp. 42-53 (in English).
    • (1996) Vestnik Moskov. Univ. Ser. XV, Vychisl. Mat. Kibernet. , vol.3 , pp. 55-68
    • Bening, V.E.1    Korolev, V.Yu.2
  • 9
    • 0030177757 scopus 로고    scopus 로고
    • in English
    • V. E. BENING AND V. YU. KOROLEV, Asymptotic behavior of generalized Cox processes, Vestnik Moskov. Univ. Ser. XV, Vychisl. Mat. Kibernet., 3 (1996), pp. 55-68 (in Russian); Moscow Univ. Comput. Math. Cybernet., 3 (1997), pp. 42-53 (in English).
    • (1997) Moscow Univ. Comput. Math. Cybernet. , vol.3 , pp. 42-53
  • 10
    • 0039928537 scopus 로고    scopus 로고
    • On the asymptotic stability of the distributions of compound nonordinary Cox processes
    • Ufa, 29 August-3 September 1997, Abstracts of Communications, TVP, Moscow, in Russian
    • V. YU. KOROLEV, On the asymptotic stability of the distributions of compound nonordinary Cox processes, in Proceeding Fourth All-Russia School-Colloquium on Stochastic Methods, Ufa, 29 August-3 September 1997, Abstracts of Communications, TVP, Moscow, 1997, pp. 359-361 (in Russian).
    • (1997) Proceeding Fourth All-Russia School-Colloquium on Stochastic Methods , pp. 359-361
    • Korolev, V.Yu.1
  • 11
    • 0031291894 scopus 로고    scopus 로고
    • On the convergence of distributions of random sums of independent random variables to stable laws
    • V. YU. KOROLEV, On the convergence of distributions of random sums of independent random variables to stable laws, Theory Probab. Appl., 42 (1997), pp. 695-696.
    • (1997) Theory Probab. Appl. , vol.42 , pp. 695-696
    • Korolev, V.Yu.1
  • 12
    • 0007289891 scopus 로고
    • Convergence of random sequences with independent random indices. I
    • V. YU. KOROLEV, Convergence of random sequences with independent random indices. I, Theory Probab. Appl., 39 (1994), pp. 282-297.
    • (1994) Theory Probab. Appl. , vol.39 , pp. 282-297
    • Korolev, V.Yu.1
  • 15
    • 0041115480 scopus 로고
    • Distribution of the superposition of infinitely divisible processes
    • V. M. ZOLOTAREV, Distribution of the superposition of infinitely divisible processes, Theory Probab. Appl., 3 (1958), pp. 185-188.
    • (1958) Theory Probab. Appl. , vol.3 , pp. 185-188
    • Zolotarev, V.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.