Strengthening the weak convergence of random processes

1976 ◽  
Vol 17 (1) ◽  
pp. 16-22
Author(s):  
V. M. Borodikhin
2020 ◽  
Vol 57 (1) ◽  
pp. 250-265
Author(s):  
Congzao Dong ◽  
Alexander Iksanov

AbstractBy a random process with immigration at random times we mean a shot noise process with a random response function (response process) in which shots occur at arbitrary random times. Such random processes generalize random processes with immigration at the epochs of a renewal process which were introduced in Iksanov et al. (2017) and bear a strong resemblance to a random characteristic in general branching processes and the counting process in a fixed generation of a branching random walk generated by a general point process. We provide sufficient conditions which ensure weak convergence of finite-dimensional distributions of these processes to certain Gaussian processes. Our main result is specialised to several particular instances of random times and response processes.


1998 ◽  
Vol 43 (3) ◽  
pp. 561-576
Author(s):  
Su Zhong Gen ◽  
Su Zhong Gen ◽  
Su Zhong Gen ◽  
Su Zhong Gen

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