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Multifractional Poisson process, multistable subordinator and related limit theorems

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BORIS DOI
10.7892/boris.72280
Publisher DOI
10.1016/j.spl.2014.09.011
Description
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.
Date of Publication
2015
Publication Type
Article
Subject(s)
300 Social sciences, sociology & anthropology > 360 Social problems & social services
500 Science > 510 Mathematics
Language(s)
en
Contributor(s)
Molchanov, Ilyaorcid-logo
Institut für Mathematische Statistik und Versicherungslehre (IMSV)
Ralchenko, Kostiantyn
Institut für Mathematische Statistik und Versicherungslehre (IMSV)
Additional Credits
Institut für Mathematische Statistik und Versicherungslehre (IMSV)
Series
Statistics & probability letters
Publisher
Elsevier
ISSN
0167-7152
Access(Rights)
open.access
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