Limit theorems of continuous-time random walks with tails

被引：0
|
作者：
Li, Yuqiang [1 ]
机构：
[1] E China Normal Univ, Sch Finance & Stat, Shanghai 200241, Peoples R China
来源：
FRONTIERS OF MATHEMATICS IN CHINA | 2013年 / 8卷 / 02期
基金：
中国国家自然科学基金;
关键词：
Weak convergence; J(1)-topology; M-1-topology; stable Levy process; WEAK APPROXIMATION;
D O I：
10.1007/s11464-013-0275-0
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We study the functional limits of continuous-time random walks (CTRWs) with tails under certain conditions. We find that the scaled CTRWs with tails converge weakly to an alpha-stable L,vy process in D([0, 1]) with M (1)-topology but the corresponding scaled CTRWs converge weakly to the same limit in D([0, 1]) with J (1)-topology.
引用
收藏
页码：371 / 391
页数：21
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