{
  "id": "1302.4011",
  "version": "v1",
  "published": "2013-02-16T23:22:20.000Z",
  "updated": "2013-02-16T23:22:20.000Z",
  "title": "Approximation of stable random measures and applications to linear fractional stable integrals",
  "authors": [
    "Clément Dombry",
    "Paul Jung"
  ],
  "comment": "18 pages",
  "categories": [
    "math.PR"
  ],
  "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2013-02-16T23:22:20.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G22",
      "60G52",
      "60G57",
      "60H05"
    ],
    "keywords": [
      "linear fractional stable integrals",
      "stable random measures",
      "application",
      "euclidean space",
      "linear fractional stable motions"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 18,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2013arXiv1302.4011D"
    }
  }
}