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Weak convergence of discrete scattering processes

Published online by Cambridge University Press:  01 July 2016

Lajos Horváth
Lajos Horváth*
Affiliation:
University of Utah
*
∗Postal address: Department of Mathematics, University of Utah, Salt Lake City, UT 84112, USA.
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Abstract

We show that the discrete scattering process converges weakly to a time-changed Wiener process.

Keywords

RAYLEIGH RANDOM FLIGHTSWIENER PROCESSMARTINGALESSTOCHASTICINTEGRALSINVERSE PROCESSES

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 23 , Issue 4 , December 1991 , pp. 733 - 750
Copyright
Copyright © Applied Probability Trust 1991 

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