{"id":"https://openalex.org/W4407836882","doi":"https://doi.org/10.1007/s11222-025-10586-x","title":"On approximations of subordinators in $$L^p$$ and the simulation of tempered stable distributions","display_name":"On approximations of subordinators in $$L^p$$ and the simulation of tempered stable distributions","publication_year":2025,"publication_date":"2025-02-21","ids":{"openalex":"https://openalex.org/W4407836882","doi":"https://doi.org/10.1007/s11222-025-10586-x"},"language":"en","primary_location":{"id":"doi:10.1007/s11222-025-10586-x","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s11222-025-10586-x","pdf_url":"https://link.springer.com/content/pdf/10.1007/s11222-025-10586-x.pdf","source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistics and Computing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://link.springer.com/content/pdf/10.1007/s11222-025-10586-x.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5049418599","display_name":"Michael Grabchak","orcid":"https://orcid.org/0000-0003-2547-0167"},"institutions":[{"id":"https://openalex.org/I102149020","display_name":"University of North Carolina at Charlotte","ror":"https://ror.org/04dawnj30","country_code":"US","type":"education","lineage":["https://openalex.org/I102149020"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Michael Grabchak","raw_affiliation_strings":["University of North Carolina Charlotte, Charlotte, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of North Carolina Charlotte, Charlotte, USA","institution_ids":["https://openalex.org/I102149020"]}]},{"author_position":"last","author":{"id":null,"display_name":"Sina Saba","orcid":null},"institutions":[{"id":"https://openalex.org/I102149020","display_name":"University of North Carolina at Charlotte","ror":"https://ror.org/04dawnj30","country_code":"US","type":"education","lineage":["https://openalex.org/I102149020"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Sina Saba","raw_affiliation_strings":["University of North Carolina Charlotte, Charlotte, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of North Carolina Charlotte, Charlotte, USA","institution_ids":["https://openalex.org/I102149020"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5049418599"],"corresponding_institution_ids":["https://openalex.org/I102149020"],"apc_list":{"value":2890,"currency":"USD","value_usd":2890},"apc_paid":{"value":2890,"currency":"USD","value_usd":2890},"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.03469003,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"35","issue":"3","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9951000213623047,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.9736999869346619,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.591503381729126},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4868725836277008},{"id":"https://openalex.org/keywords/approximations-of-\u03c0","display_name":"Approximations of \u03c0","score":0.4290265738964081},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.4046310484409332},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.27883368730545044}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.591503381729126},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4868725836277008},{"id":"https://openalex.org/C193386753","wikidata":"https://www.wikidata.org/wiki/Q1130396","display_name":"Approximations of \u03c0","level":2,"score":0.4290265738964081},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.4046310484409332},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.27883368730545044}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s11222-025-10586-x","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s11222-025-10586-x","pdf_url":"https://link.springer.com/content/pdf/10.1007/s11222-025-10586-x.pdf","source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistics and Computing","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.1007/s11222-025-10586-x","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s11222-025-10586-x","pdf_url":"https://link.springer.com/content/pdf/10.1007/s11222-025-10586-x.pdf","source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistics and Computing","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320333028","display_name":"University of North Carolina at Charlotte","ror":"https://ror.org/04dawnj30"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4407836882.pdf","grobid_xml":"https://content.openalex.org/works/W4407836882.grobid-xml"},"referenced_works_count":34,"referenced_works":["https://openalex.org/W577218644","https://openalex.org/W1512985645","https://openalex.org/W1523228994","https://openalex.org/W1825834652","https://openalex.org/W1965967625","https://openalex.org/W2015387601","https://openalex.org/W2018857587","https://openalex.org/W2031817855","https://openalex.org/W2032916024","https://openalex.org/W2056099894","https://openalex.org/W2063371342","https://openalex.org/W2069720271","https://openalex.org/W2077511009","https://openalex.org/W2113195484","https://openalex.org/W2152817870","https://openalex.org/W2263719050","https://openalex.org/W2334626174","https://openalex.org/W2585551931","https://openalex.org/W2600062036","https://openalex.org/W2776300607","https://openalex.org/W2806120337","https://openalex.org/W2963512263","https://openalex.org/W2963837539","https://openalex.org/W3085984107","https://openalex.org/W3105661630","https://openalex.org/W3120602847","https://openalex.org/W3124939451","https://openalex.org/W3160380084","https://openalex.org/W3198090635","https://openalex.org/W3203541862","https://openalex.org/W4234965868","https://openalex.org/W4246756383","https://openalex.org/W4299432846","https://openalex.org/W4384698243"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W1979597421","https://openalex.org/W2007980826","https://openalex.org/W2061531152","https://openalex.org/W3002753104","https://openalex.org/W2077600819","https://openalex.org/W2142036596","https://openalex.org/W2072657027","https://openalex.org/W2962838298","https://openalex.org/W2600246793"],"abstract_inverted_index":{"Abstract":[0],"Subordinators":[1],"are":[2,11],"infinitely":[3],"divisible":[4],"distributions":[5,16],"on":[6],"the":[7,29,58,77,81,90,114,117,121],"positive":[8],"half-line.":[9],"They":[10],"often":[12],"used":[13],"as":[14,63,102],"mixing":[15,30],"in":[17,39,89],"Poisson":[18,25],"mixtures.":[19],"We":[20],"show":[21],"that":[22,98],"appropriately":[23],"scaled":[24],"mixtures":[26],"can":[27,99],"approximate":[28,74],"subordinator":[31,118],"and":[32,60],"we":[33,69,85],"derive":[34],"a":[35],"rate":[36],"of":[37,76,83,92,104,123],"convergence":[38],"$$L^p$$":[40],"L":[41],"p":[42,48],"for":[43,73],"each":[44],"$$p\\in":[45],"[1,\\infty":[46],"]$$":[47],"\u2208":[49],"[":[50],"1":[51],",":[52],"\u221e":[53],"]":[54],".":[55],"This":[56],"includes":[57],"Kolmogorov":[59],"Wasserstein":[61],"metrics":[62],"special":[64],"cases.":[65],"As":[66],"an":[67,71],"application,":[68],"develop":[70],"approach":[72],"simulation":[75],"underlying":[78],"subordinator.":[79],"In":[80],"interest":[82],"generality,":[84],"present":[86],"our":[87],"results":[88],"context":[91],"more":[93],"general":[94],"mixtures,":[95],"specifically":[96],"those":[97],"be":[100],"represented":[101],"differences":[103],"randomly":[105],"stopped":[106],"L\u00e9vy":[107],"processes.":[108],"Particular":[109],"focus":[110],"is":[111],"given":[112],"to":[113,120],"case":[115],"where":[116],"belongs":[119],"class":[122],"tempered":[124],"stable":[125],"distributions.":[126]},"counts_by_year":[],"updated_date":"2026-08-22T07:34:49.880490","created_date":"2025-10-10T00:00:00"}