Self-similar processes with stationary increments generated by point processes

DOI10.1214/aop/1176993064zbMath0567.60052OpenAlexW2084523868MaRDI QIDQ1059927

Wim Vervaat, George L. O'Brien

Publication date: 1985

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993064

zbMATH Keywords

conditional convergenceH-self-similar with stationary incrementsPoincaré point process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stationary stochastic processes (60G10) Special processes (60K99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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