Title of article
Necessary conditions in limit theorems for cumulative processes
Author/Authors
Glynn، نويسنده , , Peter W. and Whitt، نويسنده , , Ward، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
11
From page
199
To page
209
Abstract
We show that sufficient conditions in terms of moments for cumulative processes (additive functionals of regenerative processes) to satisfy the central limit theorem and the weak law of large numbers established in Glynn and Whitt (Stochastic Process. Appl. 47 (1993) 299–314) are also necessary, as previously conjectured.
Keywords
Cumulative processes , Random sums , Central Limit Theorem , Regenerative processes , Markov chains , Law of large numbers
Journal title
Stochastic Processes and their Applications
Serial Year
2002
Journal title
Stochastic Processes and their Applications
Record number
1577103
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