Pith. sign in

REVIEW

Approximation of stable random measures and applications to linear fractional stable integrals

Not yet reviewed by Pith; the record is open.

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 1302.4011 v1 pith:2ML7JX6K submitted 2013-02-16 math.PR

Approximation of stable random measures and applications to linear fractional stable integrals

classification math.PR
keywords stableintegralsapproximationapproximationseuclideanfractionallinearspace
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
0 comments
read the original abstract

Using lattice approximations of Euclidean space, we develop a way to approximate stable processes that are represented by stochastic integrals over Euclidean space. Via a stable version of the Lindeberg-Feller Theorem we show that the approximations weakly converge as the mesh-size goes to zero. As an application, we improve upon previous approximation schemes for integrals with respect to linear fractional stable motions.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.