Naslov
On subordinate random walks

Autori
Mimica, Ante

Izvornik
Forum mathematicum (0933-7741) 29 (2017), 3; 653-664

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
random walk ; subordination ; compound Poisson process ; Levy process ; regular variation ; invariance principle

Sažetak
In this article subordination of random walks in $R^d$ is considered. We prove that subordination of random walks in the sense of [BSC12] yields the same process as subordination of L\ ́evy processes (in the sense of Bochner). Furthermore, we prove that appropriately scaled subordinate random walk converges to a multiple of a rotationally $2\alpha$-stable process if and only if the Laplace exponent of the corresponding subordinator varies regularly at zero with index $\alpha\in (0, 1]$

Izvorni jezik
Engleski

Znanstvena područja
Matematika

POVEZANOST RADA