Limit Behavior of a Compound Poisson Process with Switching Between Multiple Values
نویسندگان
چکیده
The paper deals with the limit behavior of a compound Poisson process switching between finite number sequences i.i.d. random variables. is provided by Bernoulli’s Under suitable normalization, Brownian motion variance.
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ژورنال
عنوان ژورنال: Journal of Mathematical Sciences
سال: 2021
ISSN: ['1072-3374', '1573-8795']
DOI: https://doi.org/10.1007/s10958-021-05579-w