The limit of a renewal reward process with heavy-tailed rewards is not a linear fractional stable motion

DOI10.2307/3318508zbMath0963.60032OpenAlexW2000459950MaRDI QIDQ1586568

Murad S. Taqqu, Vladas Pipiras

Publication date: 13 June 2001

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1081449595

zbMATH Keywords

self-similar processesstable distributionsstationary incrementsrenewal reward processes

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Renewal theory (60K05)

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