WEAK CONVERGENCE OF SINGLE JUMP PROCESSES

XIA Aihua. WEAK CONVERGENCE OF SINGLE JUMP PROCESSES[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(2): 146-150.

Citation:

XIA Aihua. WEAK CONVERGENCE OF SINGLE JUMP PROCESSES[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(2): 146-150.

Citation:

XIA Aihua. WEAK CONVERGENCE OF SINGLE JUMP PROCESSES[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(2): 146-150.

Abstract

Suppose （Xⁿ）_n≥1and X are single jump processes, we give some necessary and sufficient conditions for the convergence in law Xⁿ→^D X in terms of their predictable characteristics or their jump times and size.

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