Tempered stable laws as random walk limits

DOI10.1016/j.spl.2011.01.019zbMath1225.60028arXiv1007.3474OpenAlexW2105621169MaRDI QIDQ552989

Mark M. Meerschaert, Arijit Chakrabarty

Publication date: 26 July 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.3474

zbMATH Keywords

random walktriangular arrayinfinitely divisible lawtempered stable law

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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Cites Work

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• Tempered stable Lévy motion and transient super-diffusion
• Tempering stable processes
• Weak convergence and empirical processes. With applications to statistics
• Limit theorems for continuous-time random walks with infinite mean waiting times
• Stochastic Volatility for Lévy Processes
• Heavy-Tail Phenomena
• Parameter Estimation for the Truncated Pareto Distribution

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