On the Self-Similarity of Remainder Processes and the Relationship Between Stable and Dickman Distributions
A common approach to simulating a Lévy process is to truncate its shot-noise representation. We focus on subordinators and introduce the remainder process, which represents the jumps that are removed by the truncation. We characterize when these processes are self-similar and show that, in the self-...
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| Format: | Article |
| Language: | English |
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MDPI AG
2025-03-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/13/6/907 |
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