Multifractional Poisson process, multistable subordinator and related limit theorems
| Data(s) |
2015
|
|---|---|
| Resumo |
We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and establish the convergence of a continuous-time random walk to the multifractional Poisson process. |
| Formato |
application/pdf application/pdf |
| Identificador |
http://boris.unibe.ch/72280/1/1407.2453v2.pdf http://boris.unibe.ch/72280/8/1-s2.0-S0167715214003228-main.pdf Molchanov, Ilya; Ralchenko, Kostiantyn (2015). Multifractional Poisson process, multistable subordinator and related limit theorems. Statistics & probability letters, 96, pp. 95-101. Elsevier 10.1016/j.spl.2014.09.011 <http://dx.doi.org/10.1016/j.spl.2014.09.011> doi:10.7892/boris.72280 info:doi:10.1016/j.spl.2014.09.011 urn:issn:0167-7152 |
| Idioma(s) |
eng |
| Publicador |
Elsevier |
| Relação |
http://boris.unibe.ch/72280/ |
| Direitos |
info:eu-repo/semantics/openAccess info:eu-repo/semantics/restrictedAccess |
| Fonte |
Molchanov, Ilya; Ralchenko, Kostiantyn (2015). Multifractional Poisson process, multistable subordinator and related limit theorems. Statistics & probability letters, 96, pp. 95-101. Elsevier 10.1016/j.spl.2014.09.011 <http://dx.doi.org/10.1016/j.spl.2014.09.011> |
| Palavras-Chave | #360 Social problems & social services #510 Mathematics |
| Tipo |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion PeerReviewed |
