Convergence of nonhomogeneous random walks generated by compound Cox processes to generalized variance-gamma Lévy processes (Q892715)
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scientific article; zbMATH DE number 6507768
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| English | Convergence of nonhomogeneous random walks generated by compound Cox processes to generalized variance-gamma Lévy processes |
scientific article; zbMATH DE number 6507768 |
Statements
Convergence of nonhomogeneous random walks generated by compound Cox processes to generalized variance-gamma Lévy processes (English)
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12 November 2015
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functional limit theorems
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nonhomogeneous random walks
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compound Cox processes
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Lévy processes
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variance-gamma distributions
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subordinate Wiener processes
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0.8884890675544739
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0.8694107532501221
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0.76130211353302
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0.7520948648452759
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