The limit distribution for the multivariate generalized Cox process
Yu. S. Khokhlov, Olga I. Rumyantseva · Moscow University Computational Mathematics and Cybernetics · 2014
In this article we study the asymptotic behavior of the distributions of multivariate generalized Cox processes with nonrandom centering and some special scalar normalization to a mixture of multivariate normal distribution as t → ∞. In this special case necessary and sufficient conditions for convergence to a limit distribution had been found.