On subordinate random walks (CROSBI ID 231758)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Mimica, Ante
engleski
On subordinate random walks
In this article subordination of random walks in $R^d$ is considered. We prove that subordination of random walks in the sense of [BSC12] yields the same process as subordination of L\ ́evy processes (in the sense of Bochner). Furthermore, we prove that appropriately scaled subordinate random walk converges to a multiple of a rotationally $2\alpha$-stable process if and only if the Laplace exponent of the corresponding subordinator varies regularly at zero with index $\alpha\in (0, 1]$
random walk ; subordination ; compound Poisson process ; Levy process ; regular variation ; invariance principle
nije evidentirano
nije evidentirano
nije evidentirano
nije evidentirano
nije evidentirano
nije evidentirano