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Limit theorems for processes of randomly displaced regular events
Published online by Cambridge University Press: 14 July 2016
Abstract
Two types of limit theorems are proved for processes of randomly displaced regular events. Firstly, as the displacements tend to infinity, the counting process is shown to converge weakly to a Poisson process and secondly, as the interval between events tends to zero, convergence of the finite-dimensional distributions of the associated storage process to a diffusion is proved.
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- Copyright © Applied Probability Trust 1976
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