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.
Citation
Dmitrii S. Silvestrov. Jozef L. Teugels. "Limit theorems for mixed max–sum processes with renewal stopping." Ann. Appl. Probab. 14 (4) 1838 - 1868, November 2004. https://doi.org/10.1214/105051604000000215
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