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Donsker type theorem for fractional Poisson process
Abstract
In this paper we study a Donsker type theorem for the fractional Poisson process (fPp). We present the random walk discretization and its associated convergence theorem in the Skorohod topology. Simulation results are also presented. (C) 2019 Elsevier B.V. All rights reserved.
Más información
| Título según WOS: | Donsker type theorem for fractional Poisson process |
| Título según SCOPUS: | Donsker type theorem for fractional Poisson process |
| Título de la Revista: | STATISTICS PROBABILITY LETTERS |
| Volumen: | 150 |
| Editorial: | ELSEVIER SCIENCE BV |
| Fecha de publicación: | 2019 |
| Página de inicio: | 1 |
| Página final: | 8 |
| Idioma: | English |
| DOI: |
10.1016/j.spl.2019.01.036 |
| Notas: | ISI, SCOPUS |