Multifractional Poisson process, multistable subordinator and related limit theorems

DOI10.1016/j.spl.2014.09.011zbMath1326.60049arXiv1407.2453OpenAlexW1993482744MaRDI QIDQ2339529

Kostiantyn Ralchenko, Ilya S. Molchanov

Publication date: 1 April 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.2453

zbMATH Keywords

weak convergencelimit theoremscontinuous-time random walkmultistable processstable subordinatormultifractional Poisson process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (7)

Time-inhomogeneous jump processes and variable order operators ⋮ The fractional non-homogeneous Poisson process ⋮ Goodness-of-fit test for multistable Lévy processes ⋮ Semi-Markov models and motion in heterogeneous media ⋮ Self-stabilizing processes ⋮ Hausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processes ⋮ Time-inhomogeneous fractional Poisson processes defined by the multistable subordinator

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The fractional Poisson process and the inverse stable subordinator
• A fractional generalization of the Poisson processes
• On two multistable extensions of stable Lévy motion and their semi-martingale representations
• Multifractional, multistable, and other processes with Prescribed local form
• Strictly stable distributions on convex cones
• Fractional Poisson processes and related planar random motions
• Fractional Poisson process
• A Ferguson-Klass-LePage series representation of multistable multifractional motions and related processes
• Stochastic-Process Limits
• Multistable Processes and Localizability
• FRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONE
• Localizable Moving Average Symmetric Stable and Multistable Processes
• A condition for absolute continuity of infinitely divisible distribution functions
• Limit theorems for continuous-time random walks with infinite mean waiting times
• Limit theorems for occupation times of Markov processes
• Regularly varying functions

This page was built for publication: Multifractional Poisson process, multistable subordinator and related limit theorems