One-dimensional distributions of subordinators with upper truncated Lévy measure, and applications
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Publication:5320656
DOI10.1239/aap/1246886616zbMath1169.60316OpenAlexW2074030682MaRDI QIDQ5320656
Publication date: 22 July 2009
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1246886616
weak convergencesubordinatorLévy processcompound Poisson processgamma processsmall jumpsdickman distributionordered jumpstruncated Lévy measure
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Functional limit theorems; invariance principles (60F17)
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