Mathematics – Probability
Scientific paper
2005-03-24
Annals of Applied Probability 2004, Vol. 14, No. 4, 1838-1868
Mathematics
Probability
Published at http://dx.doi.org/10.1214/105051604000000215 in the Annals of Applied Probability (http://www.imstat.org/aap/) by
Scientific paper
10.1214/105051604000000215
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.
Silvestrov Dmitrii S.
Teugels Jozef L.
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