Sums of Independent Poisson Subordinators and Their Connection with Strictly \alpha -stable Processes of Ornstein-Uhlenbeck Type

Результат исследований: Научные публикации в периодических изданияхстатья

2 Цитирования (Scopus)
Язык оригиналаанглийский
Страницы (с-по)350-357
ЖурналJournal of Mathematical Sciences
Том159
Номер выпуска3
СостояниеОпубликовано - 2009

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title = "Sums of Independent Poisson Subordinators and Their Connection with Strictly \alpha -stable Processes of Ornstein-Uhlenbeck Type",
keywords = "We describe a construction in which the discrete time of a sequence of independent, identically distributed random variables changes with the Poisson time. The Poisson time is independent of this sequence. The defined process with continuous time is called a random index process. We establish several properties of random index processes. We study asymptotics of sums of independent, identically distributed random index processes in the case where elements of the initial sequence have strictly α-stable distribution. By calculating characteristic functions we establish relationships of these sums with strictly α-stable processes of the Ornstein-Uhlenbeck type. Bibliography: 4 titles.",
author = "O.V. Rusakov",
year = "2009",
language = "English",
volume = "159",
pages = "350--357",
journal = "Journal of Mathematical Sciences",
issn = "1072-3374",
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Sums of Independent Poisson Subordinators and Their Connection with Strictly \alpha -stable Processes of Ornstein-Uhlenbeck Type. / Rusakov, O.V.

В: Journal of Mathematical Sciences, Том 159, № 3, 2009, стр. 350-357.

Результат исследований: Научные публикации в периодических изданияхстатья

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T1 - Sums of Independent Poisson Subordinators and Their Connection with Strictly \alpha -stable Processes of Ornstein-Uhlenbeck Type

AU - Rusakov, O.V.

PY - 2009

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KW - We describe a construction in which the discrete time of a sequence of independent

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KW - identically distributed random index processes in the case where elements of the initial sequence have strictly α-stable distribution. By calculating characteristic functions we establish relationships of these sums with strictly α-stable processes of the

M3 - Article

VL - 159

SP - 350

EP - 357

JO - Journal of Mathematical Sciences

JF - Journal of Mathematical Sciences

SN - 1072-3374

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