On convergence of random walks generated by compound Cox processes to Lévy processes (Q2435774): Difference between revisions

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Revision as of 22:54, 19 March 2024

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On convergence of random walks generated by compound Cox processes to Lévy processes
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    On convergence of random walks generated by compound Cox processes to Lévy processes (English)
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    19 February 2014
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    stable distribution
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    Lévy process
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    \(\alpha\)-stable Lévy process
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    compound doubly stochastic Poisson process (compound Cox process)
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    Skorokhod space
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    transfer theorem
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