Weak convergence to isotropic complex S α S $S\alpha S$ random measure

Weak convergence to isotropic complex S α S $S\alpha S$ random measure

Abstract In this paper, we prove that an isotropic complex symmetric α-stable random measure ( 0 < α < 2 $0<\alpha<2$ ) can be approximated by a complex process constructed by integrals based on the Poisson process with random intensity.

Bibliographic Details
Main Authors: Jun Wang, Yunmeng Li, Liheng Sang
Format: Article
Language:English
Published: SpringerOpen 2017-09-01
Series:Journal of Inequalities and Applications
Subjects:
weak convergence
isotropic
complex S α S $S\alpha S$ random measure
Poisson processes
Online Access:http://link.springer.com/article/10.1186/s13660-017-1505-x

Internet

http://link.springer.com/article/10.1186/s13660-017-1505-x

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