On convergence of random walks generated by compound Cox processes to Lévy processes (Q2435774)
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scientific article; zbMATH DE number 6259926
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| English | On convergence of random walks generated by compound Cox processes to Lévy processes |
scientific article; zbMATH DE number 6259926 |
Statements
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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0.9260895252227784
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0.8884890675544739
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0.8238588571548462
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0.7752567529678345
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