کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
6418936 1339365 2013 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A generalization result regarding the small and large scale behavior of infinitely divisible processes
ترجمه فارسی عنوان
یک نتیجه کلی در رابطه با رفتار کوچک و بزرگ در فرآیندهای بی نهایت تقسیم می شود
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
چکیده انگلیسی

General conditions for normalized, time-scaled stochastic integrals of independently scattered Levy random measures to converge to a limit are described. The idea is to provide general conditions to bypass the use of characteristic functions, which can sometimes have tedious calculations, to simplify and shorten the proofs of convergence of infinitely divisible processes, which have previously been done on a case by case basis. It is of particular interest to study both small and large scale asymptotics, since there are many applications, such as modeling internet traffic. The purpose of this paper is to generalize previous results to the greater class of all stochastically continuous (or, more generally, separable in probability) infinitely divisible processes with no Gaussian part and to expand the results to the multi-dimensional case.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 398, Issue 1, 1 February 2013, Pages 239-253
نویسندگان
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