TL;DR
This paper investigates the asymptotic behavior of a class of stochastic processes related to random sums, which are significant in network and financial applications, focusing on their long-term unchanged parameters.
Contribution
It introduces an analysis of the asymptotic behavior of these processes and discusses an invariant parameter over time, contributing new insights into their long-term properties.
Findings
Identification of an asymptotic unchanged parameter
Characterization of the long-term behavior of the processes
Relevance to network and financial models
Abstract
A class of stochastic processes strongly related to random sums plays an important role in network and in finance. In this paper we study this kind of stochastic process discuss an overtime unchanged parameter and reveal its asymptotic behavior.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsProbability and Risk Models · Stochastic processes and statistical mechanics · Stochastic processes and financial applications