On subordinate random walks

DOI10.1515/FORUM-2016-0031zbMath1364.60055arXiv1510.05215OpenAlexW2963151817MaRDI QIDQ524708

Ante Mimica

Publication date: 3 May 2017

Published in: Forum Mathematicum (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.05215

zbMATH Keywords

subordinationregular variationinvariance principlerandom walkLévy processcompound Poisson process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (7)

Limit theorems for random walks ⋮ Central limit theorem for the capacity of the range of stable random walks ⋮ Transition probability estimates for subordinate random walks ⋮ Invariance principle for the capacity and the cardinality of the range of stable random walks ⋮ On two classes of reflected autoregressive processes ⋮ Isoperimetric inequalities for non-local Dirichlet forms ⋮ Subgeometric rates of convergence for discrete-time Markov chains under discrete-time subordination

Cites Work

• Stopping times and tightness
• Random walks on groups and discrete subordination
• Bernstein functions. Theory and applications
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