Multifractional Poisson process, multistable subordinator and related limit theorems
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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
Language(s)
en
Additional Credits
Series
Statistics & probability letters
Publisher
Elsevier
ISSN
0167-7152
Access(Rights)
open.access