On Convergence of Distributions of Compound Cox Processes to Stable Laws
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Publication:4954393
DOI10.1137/S0040585X97977227zbMath0944.60054OpenAlexW2080445390MaRDI QIDQ4954393
Publication date: 6 June 2000
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97977227
heavy tailsstrictly stable distributioncompound Cox processdoubly stochastic Poisson process (Cox process)
Infinitely divisible distributions; stable distributions (60E07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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