Convergence of nonhomogeneous random walks generated by compound Cox processes to generalized variance-gamma Lévy processes

DOI10.1134/S1064562415040043MaRDI QIDQ892715zbMATH OpenOpenAlexFDO

Authors A. Yu. Korchagin, V. Yu. Korolev, Alexander I. Zejfman

Publication date 12 November 2015

Published in Doklady Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1064562415040043

zbMATH Keywords

compound Cox processesfunctional limit theoremsLévy processesnonhomogeneous random walkssubordinate Wiener processesvariance-gamma distributions

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Sums of independent random variables; random walks (60G50) Processes with independent increments; Lévy processes (60G51)

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Cites work

• A Generalization of the Gamma Distribution
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• scientific article; zbMATH DE number 1834045 (Why is no real title available?)
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• scientific article; zbMATH DE number 3302961 (Why is no real title available?)
• On convergence of random walks generated by compound Cox processes to Lévy processes

Cited in

(4)

• On convergence of random walks generated by compound Cox processes to Lévy processes
• On convergence of the distributions of random sequences with independent random indexes to variance-mean mixtures
• A note on functional limit theorems for compound Cox processes
• Variance gamma (nonlocal) equations

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