Multifractional Poisson process, multistable subordinator and related limit theorems
Probability
2014-09-05 v2
Abstract
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.
Cite
@article{arxiv.1407.2453,
title = {Multifractional Poisson process, multistable subordinator and related limit theorems},
author = {Ilya Molchanov and Kostiantyn Ralchenko},
journal= {arXiv preprint arXiv:1407.2453},
year = {2014}
}
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