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Limit theorems for mixed max-sum processes with renewal stopping

Dmitrii S. Silvestrov·Jozef L. Teugels
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Abstract

This article is devoted to the investigation of limit theorems for mixed max-sum processes with renewal type stopping indexes. Limit theorems of weak convergence type are obtained as well as functional limit theorems.

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Dmitrii S. Silvestrov, Jozef L. Teugels. 2005-03-24. Limit theorems for mixed max-sum processes with renewal stopping. https://doi.org/10.1214/105051604000000215

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