Random walks at random times: convergence to iterated Lévy motion, fractional stable motions, and other self-similar processes

DOI10.1214/12-AOP770zbMath1306.60038arXiv1105.3130MaRDI QIDQ359684

Greg Markowsky, Paul H. Jung

Publication date: 22 August 2013

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.3130

zbMATH Keywords

random walks; fractional Brownian motion; self-similar processes; iterated Lévy motion; local times fractional stable motion

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60F05: Central limit and other weak theorems

60G22: Fractional processes, including fractional Brownian motion

60G50: Sums of independent random variables; random walks

60G18: Self-similar stochastic processes

60G52: Stable stochastic processes

Related Items

Random-time isotropic fractional stable fields

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