A general approach to sample path generation of infinitely divisible processes via shot noise representation
DOI10.1016/j.spl.2021.109091zbMath1476.60036arXiv2103.01414OpenAlexW3133580083MaRDI QIDQ2244430
Publication date: 12 November 2021
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.01414
Lévy processesinfinitely divisible processesinfinitely divisible lawsshot noise representationfractional Lévy motions
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Stable stochastic processes (60G52)
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