Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153265 | Statistics & Probability Letters | 2008 | 9 Pages |
Abstract
General sufficient conditions are given for the convergence of a sequence of subordinated continuous or cà dlà g functions on [0,â). Based on this result, we consider the weak convergence of continuous processes and cà dlà g processes under random time change, e.g., subordination. Quenched, annealed, and joint weak convergence of subordinated sequence of continuous processes or cà dlà g processes are proved under the condition that both the basic processes and the subordinators converge weakly, and the condition that the basic processes have no fixed discontinuity property if the subordinators are cà dlà g processes. We give an example of marked birth and death process to illustrate the application of these convergence theorems.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Biao Wu,