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
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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.
Item Type: |
Journal Article (Original Article) |
|---|---|
Division/Institute: |
08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science |
UniBE Contributor: |
Molchanov, Ilya, Ralchenko, Kostiantyn |
Subjects: |
300 Social sciences, sociology & anthropology > 360 Social problems & social services 500 Science > 510 Mathematics |
ISSN: |
0167-7152 |
Publisher: |
Elsevier |
Language: |
English |
Submitter: |
Lutz Dümbgen |
Date Deposited: |
28 Oct 2015 14:17 |
Last Modified: |
05 Dec 2022 14:49 |
Publisher DOI: |
10.1016/j.spl.2014.09.011 |
ArXiv ID: |
1407.2453 |
BORIS DOI: |
10.7892/boris.72280 |
URI: |
https://boris.unibe.ch/id/eprint/72280 |
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