Journal of Mathematical Sciences

, Volume 244, Issue 5, pp 733–742 | Cite as

Limit Behavior of a Compound Poisson Process with Switching

  • A. N. BorodinEmail author

The paper deals with the limit behavior of a compound Poisson process with switching. The switching is provided by Bernoulli’s random variables. Under a suitable normalization, the limit process is a Brownian motion with switching variance.


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    P. Billingsley, Convergence of Probability Measures, John Wiley & Sons Inc., New York, London, Sydney, Toronto (1968).Google Scholar

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© Springer Science+Business Media, LLC, part of Springer Nature 2020

Authors and Affiliations

  1. 1.St. Petersburg Department of the Steklov Mathematical InstituteSt. Petersburg State UniversitySt. PetersburgRussia

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