Ratio limit theorems for cascade processes

1964 ◽  
Vol 3 (1) ◽  
pp. 32-49 ◽  
Author(s):  
P. E. Ney
1976 ◽  
Vol 28 (2) ◽  
pp. 403-407
Author(s):  
A. G. Mucci

Let be an adapted sequence of integrable random variables on the probability space . Let us set .The following result can be immediately derived from Brown [2]:


Sign in / Sign up

Export Citation Format

Share Document