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
收藏
页码：408 / 411
页数：4
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