Weak convergence to isotropic complex S α S $S\alpha S$ random measure

Abstract

Abstract In this paper, we prove that an isotropic complex symmetric α-stable random measure ( 0 < α < 2 $0<\alpha<2$ ) can be approximated by a complex process constructed by integrals based on the Poisson process with random intensity.

Keywords

• weak convergence
• isotropic
• complex S α S $S\alpha S$ random measure
• Poisson processes