Convergence of nonhomogeneous random walks generated by compound Cox processes to generalized variance-gamma Lévy processes View Full Text


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Article Info

DATE

2015-07

AUTHORS

V. Yu. Korolev, A. Yu. Korchagin, A. I. Zeifman

ABSTRACT

Functional limit theorems on the convergence of nonhomogeneous random walks generated by compound Cox processes to Lévy processes with generalized one-dimensional variance-gamma distributions, in particular, to subordinate Wiener processes with subordinator being a Lévy–Weibull process, are proved.

PAGES

408-411

References to SciGraph publications

Identifiers

URI

http://scigraph.springernature.com/pub.10.1134/s1064562415040043

DOI

http://dx.doi.org/10.1134/s1064562415040043

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1028570869


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