From infinite urn schemes to self-similar stable processes

DOI10.1016/j.spa.2019.07.008zbMath1434.60105arXiv1710.08058OpenAlexW2962788650MaRDI QIDQ1986033

Olivier Durieu, Gennady Samorodnitsky, Yizao Wang

Publication date: 7 April 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.08058

zbMATH Keywords

functional central limit theoremregular variationstable processself-similar processinfinite urn scheme

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17)

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Uses Software

• longmemo

Cites Work

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