Geodesic
On convergence of~distributions of~compound Cox processes to~stable laws
Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 4, pp. 786-792

Voir la notice de l'article provenant de la source Math-Net.Ru

Necessary and sufficient conditions are presented for weak convergence of one-dimensional distributions of compound doubly stochastic Poisson processes in which jumps have finite variances, whereas no moment-type restrictions are imposed on the controlling process. Criteria of convergence of distributions of these processes to stable laws are presented.
Keywords: doubly stochastic Poisson process (Cox process), compound Cox process, heavy tails, strictly stable distribution. 
@article{TVP_1998_43_4_a11,
     author = {V. Yu. Korolev},
     title = {On convergence of~distributions of~compound {Cox} processes to~stable laws},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {786--792},
     publisher = {mathdoc},
     volume = {43},
     number = {4},
     year = {1998},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1998_43_4_a11/}
}
TY  - JOUR
AU  - V. Yu. Korolev
TI  - On convergence of~distributions of~compound Cox processes to~stable laws
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1998
SP  - 786
EP  - 792
VL  - 43
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1998_43_4_a11/
LA  - ru
ID  - TVP_1998_43_4_a11
ER  - 
%0 Journal Article
%A V. Yu. Korolev
%T On convergence of~distributions of~compound Cox processes to~stable laws
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1998
%P 786-792
%V 43
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1998_43_4_a11/
%G ru
%F TVP_1998_43_4_a11
V. Yu. Korolev. On convergence of~distributions of~compound Cox processes to~stable laws. Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 4, pp. 786-792. http://geodesic.mathdoc.fr/item/TVP_1998_43_4_a11/