Geodesic
Sums of independent Poisson subordinators and their connections with strictly $\alpha$-stable processes of the Ornstein–Uhlenbeck type
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 13, Tome 361 (2008), pp. 123-137 Cet article a éte moissonné depuis la source Math-Net.Ru

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We give a construction by which the discrete time of a sequence of independent identically distributed random variables changes with the Poisson time. The Poisson time is independent of this sequence. We name similarly defined process with continuous time as the random index process. We establish a number of properties of the random index processes. We study the asymptotic of sums of independent identically distributed random index processes for the case when elements of the initial sequence have the strictly $\alpha$-stable distribution. By calculated characteristic functions we establish the relationships of these sums with the strictly $\alpha$-stable processes of the Ornstein–Uhlenbeck Type. Bibl. – 4 titles. 
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     author = {O. V. Rusakov},
     title = {Sums of independent {Poisson} subordinators and their connections with strictly $\alpha$-stable processes of the {Ornstein{\textendash}Uhlenbeck} type},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {123--137},
     year = {2008},
     volume = {361},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2008_361_a8/}
}
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O. V. Rusakov. Sums of independent Poisson subordinators and their connections with strictly $\alpha$-stable processes of the Ornstein–Uhlenbeck type. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 13, Tome 361 (2008), pp. 123-137. http://geodesic.mathdoc.fr/item/ZNSL_2008_361_a8/

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