Random walks at random times: convergence to iterated Lévy motion, fractional stable motions, and other self-similar processes
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Publication:359684
DOI10.1214/12-AOP770zbMath1306.60038arXiv1105.3130MaRDI QIDQ359684
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
random walks; fractional Brownian motion; self-similar processes; iterated Lévy motion; local times fractional stable motion
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
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