Fractionally integrated inverse stable subordinators

DOI10.1016/j.spa.2016.06.001zbMath1353.60032arXiv1602.07485OpenAlexW2963375185MaRDI QIDQ347468

Zakhar Kabluchko, Alexander Marynych, Aleksander M. Iksanov, Georgiy M. Shevchenko

Publication date: 30 November 2016

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

Full work available at URL: https://arxiv.org/abs/1602.07485

zbMATH Keywords

weak convergenceself-similarityscaling limitHölder continuitylaw of iterated logarithmSkorokhod spaceinverse stable subordinatorLamperti representationrenewal shot noise process

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sample path properties (60G17) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)

Related Items (9)

A functional limit theorem for random processes with immigration in the case of heavy tails ⋮ TRANSITION DENSITIES OF SUBORDINATORS OF POSITIVE ORDER ⋮ Moment convergence of first-passage times in renewal theory ⋮ A functional limit theorem for general shot noise processes ⋮ Functional limit theorem without centering for general shot-noise processes ⋮ Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates ⋮ Stationary limits of shot noise processes ⋮ Inverse stable prior for exponential models ⋮ On the local time of a recurrent random walk on ℤ²

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