“…This connection centers on the notion of Bochner subordination of stochastic processes [5], [6], [18], [32], whereby a given Markov process X(t), t > 0, is observed in new stochastic 'operational time' S(t), rather than in standard clock time t, resulting in the process X(S(t)). This concept has found fruitful application in several branches of science, engineering, and finance [1], [15], [19], [20], [35]. In that context, generalized Linnik characteristic functions describe the family of processes obtained when isotropic Lévy stable motions are observed in the randomized operational time Γ(t), where for each t > 0, Γ(t) obeys a Gamma distribution on u ≥ 0.…”