On convergence of random walks generated by compound Cox processes to Lévy processes (Q2435774)
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English | 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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