A. N. Borodin, “Limit behaviour of a compound Poisson process with switching”, Zap. Nauchn. Sem. POMI, 2017, Volume 466,Pages <nobr>54

This article is cited in 3 papers

Limit behaviour of a compound Poisson process with switching

A. N. Borodin^ab

^a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences, St. Petersburg, Russia
^b St. Petersburg State University, St. Petersburg, Russia

Abstract: The paper deals with the limit behaviour of a compound Poisson process with switching. The switching is provided with Bernulli's random variables. Under suitable normalization the limit process is a Brownian motion with switching variance.

Key words and phrases: telegraph process, compound Poisson process with switching, limit distribution.

UDC: 519.2

Received: 23.10.2017