Scaling limit results for the sum of many inverse Lévy subordinators
نویسنده
چکیده
The first passage time process of a Lévy subordinator with heavy-tailed Lévy measure has long-range dependent paths. The random fluctuations that appear in a natural scheme of summation and time scaling of such stochastic processes are shown to converge weakly. The limit process, which is neither Gaussian nor stable and which does not have the self-similarity property, is possibly of independent interest as a random process that arises under the influence of coexisting Gaussian and stable domains of attraction.
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تاریخ انتشار 2004