Limit laws for a stochastic process and random recursion arising in probabilistic modelling-Reference-Cited by-同舟云学术

Limit laws for a stochastic process and random recursion arising in probabilistic modelling

Published:1995-03 Issue:1 Volume:27 Page:185-202
ISSN:0001-8678
Container-title:Advances in Applied Probability
language:en
Short-container-title:Advances in Applied Probability

Author:

Rachev Svetlozar T.,Samorodnitsky Gennady

Abstract

We study certain stochastic processes arising in probabilistic modelling. We discuss the limit behavior of these processes and estimate the rate of convergence to the limit.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

Reference40 articles.

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

2. Ergodic Theory of Random Transformations

3. Random difference equations and Renewal theory for products of random matrices

4. Limit laws of a sequence determined by a random difference equation governing a one-compartment system

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