Convergence of nonhomogeneous random walks generated by compound Cox processes to generalized variance-gamma Lévy processes
type: Item
instance of: scholarly article
title: Convergence of nonhomogeneous random walks generated by compound Cox processes to generalized variance-gamma Lévy processes
zbMATH Open document ID: 1327.60082
DOI: 10.1134/S1064562415040043
author: A. Yu. Korchagin
author: V. Yu. Korolev
author: Alexander I. Zejfman
published in: Doklady Mathematics
publication date: 2015-11-12T00:00:00Z
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 6507768
zbMATH Keywords: functional limit theorems
zbMATH Keywords: nonhomogeneous random walks
zbMATH Keywords: compound Cox processes
zbMATH Keywords: Lévy processes
zbMATH Keywords: variance-gamma distributions
zbMATH Keywords: subordinate Wiener processes
MaRDI profile type: Publication
cites work: Q4167332
cites work: On convergence of random walks generated by compound Cox processes to Lévy processes
cites work: Q4881149
cites work: Q4778955
cites work: A Generalization of the Gamma Distribution
cites work: Q5584436
full work available at URL: s1064562415040043
OpenAlex ID: W2207455724
description: scientific article; zbMATH DE number 6507768