Аннотация:
A survey on functional limit theorems for compositions of stochastic processes is
presented. Applications to stochastic processes with random scaling of time, random
sums, extremes with random sample size, generalised exceeding processes, sum- and
max-processes with renewal stopping, and shock processes are discussed.
Ключевые слова:$J$-topology, space $D$, composition of stochastic processes, functional limit
theorem, random sum, random scaling of time, generalised exceeding process, renewal-type stopping.