Limit theorems for mixed max-sum processes with renewal stopping

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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.
Published at http://dx.doi.org/10.1214/105051604000000215 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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Probability, 60F17, 60G51, 60G70, 60K05. (Primary)

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http://salesiana.dossiersoluciones.com/handle/123456789/74637

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0503543
 http://arxiv.org/abs/math/0503543
 Annals of Applied Probability 2004, Vol. 14, No. 4, 1838-1868
 doi:10.1214/105051604000000215

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arXiv