The limit of a renewal reward process with heavy-tailed rewards is not a linear fractional stable motion

DOI10.2307/3318508zbMATH Open0963.60032OpenAlexW2000459950MaRDI QIDQ1586568FDOQ1586568

Authors: Vladas Pipiras, Murad S. Taqqu 

Publication date: 13 June 2001

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1081449595

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zbMATH Keywords

stable distributionsstationary incrementsself-similar processesrenewal reward processes

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Renewal theory (60K05)

Cited In (14)

• Prediction in a Poisson cluster model
• The structure of self-similar stable mixed moving averages
• Large deviations of Poisson Telecom processes
• Prediction in a Poisson cluster model with multiple cluster processes
• On limit theorem in some service systems
• Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed
• Title not available (Why is that?)
• Properties of strong local nondeterminism and local times of stable random fields
• DEPENDENCE STRUCTURE OF A RENEWAL-REWARD PROCESS WITH INFINITE VARIANCE
• A Poisson bridge between fractional Brownian motion and stable Lévy motion
• The on-off network traffic model under intermediate scaling
• Random rewards, fractional Brownian local times and stable self-similar processes
• Small and large scale asymptotics of some Lévy stochastic integrals
• Hausdorff and packing dimensions of the images of random fields

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