Convergence of nonhomogeneous random walks generated by compound Cox processes to generalized variance-gamma Lévy processes

DOI10.1134/S1064562415040043zbMath1327.60082OpenAlexW2207455724MaRDI QIDQ892715

A. Yu. Korchagin, Alexander I. Zejfman, V. Yu. Korolev

Publication date: 12 November 2015

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562415040043

zbMATH Keywords

functional limit theoremsLévy processescompound Cox processesnonhomogeneous random walkssubordinate Wiener processesvariance-gamma distributions

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

Related Items (1)

On convergence of the distributions of random sequences with independent random indexes to variance–mean mixtures

Cites Work

• On convergence of random walks generated by compound Cox processes to Lévy processes
• A Generalization of the Gamma Distribution
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