Small and large scale asymptotics of some Lévy stochastic integrals

DOI10.1007/S11009-007-9052-4zbMath1140.60324OpenAlexW2076410026MaRDI QIDQ931380

Vladas Pipiras, Murad S. Taqqu

Publication date: 25 June 2008

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-007-9052-4

zbMATH Keywords

ConvergenceLocal self-similarityPoisson and Gaussian integralsSelf-similaritySmall and large scales

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Strong limit theorems (60F15) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)

Related Items (2)

Aggregation of network traffic and anisotropic scaling of random fields ⋮ Generalized fractional Lévy processes with fractional Brownian motion limit

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