On a discrete approximation of a skew stable L\'evy process
Abstract
Iksanov and Pilipenko (2023) defined a skew stable L\'evy process as a scaling limit of a sequence of perturbed at 0 symmetric stable L\'evy processes (continuous-time processes). Here, we provide a simpler construction of the skew stable L\'evy process as a scaling limit of a sequence of perturbed at 0 standard random walks (random sequences).
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