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

被引：2

作者：

Korolev, V. Yu. ^{[1
,2
]}

Korchagin, A. Yu. ^{[1
]}

Zeifman, A. I. ^{[2
,3
,4
]}

机构：

[1] Moscow MV Lomonosov State Univ, Fac Computat Math & Cybernet, Moscow 119991, Russia

[2] Inst Informat Problems, Moscow 119333, Russia

[3] Vologda State Univ, Vologda 160000, Russia

[4] Russian Acad Sci, Inst Socioecon Dev Territories, Vologda 160014, Russia

来源：

DOKLADY MATHEMATICS | 2015年 / 92卷 / 01期

基金：

俄罗斯科学基金会;

关键词：

DISTRIBUTIONS;

D O I：

10.1134/S1064562415040043

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Functional limit theorems on the convergence of nonhomogeneous random walks generated by compound Cox processes to L,vy processes with generalized one-dimensional variance-gamma distributions, in particular, to subordinate Wiener processes with subordinator being a L,vy-Weibull process, are proved.

引用

页码：408 / 411

页数：4

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STATISTICS & PROBABILITY LETTERS, 2013, 83 (10) :2432-2438

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