Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case
DOI10.1007/s10959-013-0492-1zbMath1318.60079arXiv1206.3800MaRDI QIDQ2346972
Amaury Lambert, Florian Simatos
Publication date: 26 May 2015
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.3800
weak convergence; branching processes; Lévy processes; local times; infinite variance; compound Poisson processes; processor-sharing queue
60G51: Processes with independent increments; Lévy processes
60K25: Queueing theory (aspects of probability theory)
60G52: Stable stochastic processes
60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
60F17: Functional limit theorems; invariance principles
60J55: Local time and additive functionals
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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