Stable sub-Gaussian models constructed by Poisson processes

Dai Hongshuai; Li Yuqiang

doi:10.1016/S0252-9602(11)60373-1

Stable sub-Gaussian models constructed by Poisson processes

Dai Hongshuai
, Li Yuqiang^*

^*此作品的通讯作者

统计学院

Central South University
Guangxi University

科研成果: 期刊稿件 › 文章 › 同行评审

2 引用（Scopus）

摘要

In this paper, we first prove that one-parameter standard α-stable sub-Gaussian processes can be approximated by processes constructed by integrals based on the Poisson process with random intensity. Then we extend this result to the two-parameter processes. At last, we consider the approximation of the subordinated fractional Brownian motion.

源语言	英语
页（从-至）	1945-1958
页数	14
期刊	Acta Mathematica Scientia
卷	31
期	5
DOI	https://doi.org/10.1016/S0252-9602(11)60373-1
出版状态	已出版 - 9月 2011

访问文件

10.1016/S0252-9602(11)60373-1

其它文件与链接

链接到 Scopus 的出版物

引用此

@article{c6c635560e15497085eabbd2ad6e1e12,

title = "Stable sub-Gaussian models constructed by Poisson processes",

abstract = "In this paper, we first prove that one-parameter standard α-stable sub-Gaussian processes can be approximated by processes constructed by integrals based on the Poisson process with random intensity. Then we extend this result to the two-parameter processes. At last, we consider the approximation of the subordinated fractional Brownian motion.",

keywords = "Poisson process, Riemann integral, Stable sub-Gaussian process, Weak convergence",

author = "Dai Hongshuai and Li Yuqiang",

year = "2011",

month = sep,

doi = "10.1016/S0252-9602(11)60373-1",

language = "英语",

volume = "31",

pages = "1945--1958",

journal = "Acta Mathematica Scientia",

issn = "0252-9602",

publisher = "Springer",

number = "5",

}

TY - JOUR

T1 - Stable sub-Gaussian models constructed by Poisson processes

AU - Hongshuai, Dai

AU - Yuqiang, Li

PY - 2011/9

Y1 - 2011/9

N2 - In this paper, we first prove that one-parameter standard α-stable sub-Gaussian processes can be approximated by processes constructed by integrals based on the Poisson process with random intensity. Then we extend this result to the two-parameter processes. At last, we consider the approximation of the subordinated fractional Brownian motion.

AB - In this paper, we first prove that one-parameter standard α-stable sub-Gaussian processes can be approximated by processes constructed by integrals based on the Poisson process with random intensity. Then we extend this result to the two-parameter processes. At last, we consider the approximation of the subordinated fractional Brownian motion.

KW - Poisson process

KW - Riemann integral

KW - Stable sub-Gaussian process

KW - Weak convergence

UR - https://www.scopus.com/pages/publications/79961178767

U2 - 10.1016/S0252-9602(11)60373-1

DO - 10.1016/S0252-9602(11)60373-1

M3 - 文章

AN - SCOPUS:79961178767

SN - 0252-9602

VL - 31

SP - 1945

EP - 1958

JO - Acta Mathematica Scientia

JF - Acta Mathematica Scientia

IS - 5

ER -

Stable sub-Gaussian models constructed by Poisson processes

摘要

访问文件

其它文件与链接

指纹

引用此