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The weak convergence of step processes to a homogeneous Poisson process with independent increments
Authors:V. M. Kruglov
Abstract:One obtains conditions for the convergence of the step processes xgrn(t) to a homogeneous Poisson process with independent increments, where
$$t_{n_1 } $$
, tnmn is a sequence of partitions of the segment [0, 1], while
$$xi _{n_1 } $$
, ..., xgrnmn is a sequence of series of independent random variables, satisfying the condition of limiting uniform smallness.Translated from Veroyatnostnye Raspredeleniya i Matematicheskaya Statistika, pp. 293–314, 1986.
Keywords:
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