论文标题

$ \ ell^{\ infty} $ poisson不变性原理来自两个经典泊松限制定理,并扩展到非平稳独立序列

$\ell^{\infty}$ Poisson invariance principles from two classical Poisson limit theorems and extension to non-stationary independent sequences

论文作者

Niang, Aladji Babacar, Lo, Gane Samb, Traoré, Chérif Mamadou Moctar, Ball, Amadou

论文摘要

简单的Lévy泊松过程和缩放形式是根据独立和相同分布的随机变量的部分总和明确构建的,并从非平稳的独立随机变量的总和中构建。对于后者,弱极限是缩放泊松过程。此处提出的方法将概括为依赖数据,首先是关联的数据。

The simple Lévy Poisson process and scaled forms are explicitly constructed from partial sums of independent and identically distributed random variables and from sums of non-stationary independent random variables. For the latter, the weak limits are scaled Poisson processes. The method proposed here prepares generalizations to dependent data, to associated data in the first place.

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