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

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Weak convergence of renewal shot noise processes in the case of slowly varying normalization
• Moment convergence of first-passage times in renewal theory
• Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
• Functional limit theorems for the number of occupied boxes in the Bernoulli sieve
• Ergodic properties of anomalous diffusion processes
• Laws of the iterated logarithm for a class of iterated processes
• Exponential functionals of Lévy processes
• Uniform local behavior of stable subordinators
• Fractional Cauchy problems on bounded domains
• A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process
• On the density of exponential functionals of Lévy processes
• Functional limit theorems for renewal shot noise processes with increasing response functions
• Stochastic-Process Limits
• A note on convergence to stationarity of random processes with immigration
• Asymptotic properties of Brownian motion delayed by inverse subordinators
• Space–Time Duality for Fractional Diffusion
• Stopped Random Walks
• A law of iterated logarithm for increasing self-similar Markov processes
• Limit theorems for continuous-time random walks with infinite mean waiting times
• Semi-stable Markov processes. I
• Renewal shot noise processes in the case of slowly varying tails
• Inverse Stable Subordinators
• A lower lipschitz condition for the stable subordinator