Almost Sure Approximation of the Superposition of the Random Processes
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| 024 | 7 | 0 | |a 10.1007/s11009-013-9350-y |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s11009-013-9350-y | ||
| 100 | 1 | |a Zinchenko |D Nadiia |u Department of Informatics and Applied Mathematics, Nizhyn State Mukola Gogol University, 16600, Nizhyn, Ukraine |4 aut | |
| 245 | 1 | 0 | |a Almost Sure Approximation of the Superposition of the Random Processes |h [Elektronische Daten] |c [Nadiia Zinchenko] |
| 520 | 3 | |a This article presents sufficient conditions, which provide almost sure (a.s.) approximation of the superposition of the random processes S(N(t)), when càd-làg random processes S(t) and N(t) themselves admit a.s. approximation by a Wiener or stable Lévy processes. Such results serve as a source of numerous strong limit theorems for the random sums under various assumptions on counting process N(t) and summands. As a consequence we obtain a number of results concerning the a.s. approximation of the Kesten-Spitzer random walk, accumulated workload input into queuing system, risk processes in the classical and renewal risk models with small and large claims and use such results for investigation the growth rate and fluctuations of the mentioned processes. | |
| 540 | |a Springer Science+Business Media New York, 2013 | ||
| 690 | 7 | |a Strong invariance principle |2 nationallicence | |
| 690 | 7 | |a Superposition of random processes |2 nationallicence | |
| 690 | 7 | |a Randomly stopped sums |2 nationallicence | |
| 690 | 7 | |a Queuing system |2 nationallicence | |
| 690 | 7 | |a Risk process |2 nationallicence | |
| 690 | 7 | |a Total claim amount |2 nationallicence | |
| 690 | 7 | |a Stable process |2 nationallicence | |
| 773 | 0 | |t Methodology and Computing in Applied Probability |d Springer US; http://www.springer-ny.com |g 17/1(2015-03-01), 235-250 |x 1387-5841 |q 17:1<235 |1 2015 |2 17 |o 11009 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s11009-013-9350-y |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s11009-013-9350-y |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 100 |E 1- |a Zinchenko |D Nadiia |u Department of Informatics and Applied Mathematics, Nizhyn State Mukola Gogol University, 16600, Nizhyn, Ukraine |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Methodology and Computing in Applied Probability |d Springer US; http://www.springer-ny.com |g 17/1(2015-03-01), 235-250 |x 1387-5841 |q 17:1<235 |1 2015 |2 17 |o 11009 | ||