We study the superposition process of a class of independent renewal processes with long-range dependence. It is known that under two different scalings in time and space either fractional Brownian motion or a stable Levy process may arise in the rescaling asymptotic limit. It is shown here that in a third, intermediate scaling regime a new limit process appears, which is neither Gaussian nor stable. The new limit process is characterized by its cumulant generating function and some of its properties are discussed.
机构:
Univ Fed Rio de Janeiro, Inst Matemat, Dept Metodos Estat, Rio de Janeiro, BrazilUniv Fed Rio de Janeiro, Inst Matemat, Dept Metodos Estat, Rio de Janeiro, Brazil
Gallo, Sandro
Garcia, Nancy L.
论文数: 0引用数: 0
h-index: 0
机构:
Univ Fed Rio de Janeiro, Inst Matemat Estat & Computacao Cientif, Dept Metodos Estat, Rio de Janeiro, BrazilUniv Fed Rio de Janeiro, Inst Matemat, Dept Metodos Estat, Rio de Janeiro, Brazil
Garcia, Nancy L.
Vargas Junior, Valdivino
论文数: 0引用数: 0
h-index: 0
机构:
Univ Fed Goias, Inst Matemat & Estat, Goiania, BrazilUniv Fed Rio de Janeiro, Inst Matemat, Dept Metodos Estat, Rio de Janeiro, Brazil
Vargas Junior, Valdivino
Rodriguez, Pablo M.
论文数: 0引用数: 0
h-index: 0
机构:
Univ Sao Paulo, Inst Ciencias Matemat & Computacao, Dept Matemat Appl & Estat, Sao Carlos, BrazilUniv Fed Rio de Janeiro, Inst Matemat, Dept Metodos Estat, Rio de Janeiro, Brazil
机构:
Univ Sheffield, Dept Probabil & Stat, Sheffield S3 7RH, S Yorkshire, EnglandUniv Sheffield, Dept Probabil & Stat, Sheffield S3 7RH, S Yorkshire, England