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- W2962788650 abstract "We investigate the randomized Karlin model with parameter β∈(0,1), which is based on an infinite urn scheme. It has been shown before that when the randomization is bounded, the so-called odd-occupancy process scales to a fractional Brownian motion with Hurst index β∕2∈(0,1∕2). We show here that when the randomization is heavy-tailed with index α∈(0,2), then the odd-occupancy process scales to a (β∕α)-self-similar symmetric α-stable process with stationary increments." @default.
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- W2962788650 date "2020-04-01" @default.
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- W2962788650 title "From infinite urn schemes to self-similar stable processes" @default.
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- W2962788650 doi "https://doi.org/10.1016/j.spa.2019.07.008" @default.
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