Convergence in distribution for randomly stopped random fields
Author:
D. Silvestrov
Journal:
Theor. Probability and Math. Statist. 105 (2021), 137-149
MSC (2020):
Primary 60G60; Secondary 60F05, 60F99, 60G40
DOI:
https://doi.org/10.1090/tpms/1160
Published electronically:
December 7, 2021
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Abstract: Let $\mathbb {X}$ and $\mathbb {Y}$ be two complete, separable, metric spaces, $\xi _\varepsilon (x), x \in \mathbb {X}$ and $\nu _\varepsilon$ be, for every $\varepsilon \in [0, 1]$, respectively, a random field taking values in space $\mathbb {Y}$ and a random variable taking values in space $\mathbb {X}$. We present general conditions for convergence in distribution for random variables $\xi _\varepsilon (\nu _\varepsilon )$ that is the conditions insuring holding of relation, $\xi _\varepsilon (\nu _\varepsilon ) \stackrel {\mathsf {d}}{\longrightarrow } \xi _0(\nu _0)$ as $\varepsilon \to 0$.
References
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References
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- V. E. Bening and V. Yu. Korolev, Generalized Poisson Models and their Applications in Insurance and Finance, Modern Probability and Statistics, VSP, Utrecht, 2002.
- P. Billingsley, Convergence of Probability Measures, second edition, Wiley Series in Probability and Statistics, Wiley, New York, 2014. MR 2893652
- B. V. Gnedenko and V. Yu. Korolev, Random Summation. Limit Theorems and Applications, CRC Press, Boca Raton, FL, 1996. MR 1387113
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- V. Yu. Korolev, Limit Distributions for Random Sequences with Random Indices and Their Applications, Doctor of Science dissertation, Moscow State University, 1993.
- V. M. Kruglov and V. Yu. Korolev, Limit Theorems for Random Sums, Izdatel’stvo Moskovskogo Universiteta, Moscow, 1990. MR 1072999
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Additional Information
D. Silvestrov
Affiliation:
Department of Mathematics, Stockholm University, 106 81 Stockholm, Sweden
Email:
silvestrov@math.su.se
Keywords:
Random field,
random stopping,
convergence in distribution
Received by editor(s):
July 10, 2021
Published electronically:
December 7, 2021
Article copyright:
© Copyright 2021
Taras Shevchenko National University of Kyiv