Invariance principles for clocks
Probability
2020-11-23 v1
Abstract
We show an invariance principle for rescaled clocks of positive semi-stable Markov processes, proving a conjecture presented in Remark 4 in Demni, Rouault, Zani [11], 2015.
Keywords
Cite
@article{arxiv.2011.10309,
title = {Invariance principles for clocks},
author = {Maria-Emilia Caballero and Alain Rouault},
journal= {arXiv preprint arXiv:2011.10309},
year = {2020}
}
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