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

页码：371 / 391

页数：21

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