کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1155473 | 958731 | 2015 | 30 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Matrix normalized convergence of a Lévy process to normality at zero
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
We give a necessary and sufficient condition for a d-dimensional Lévy process to be in the matrix normalized domain of attraction of a d-dimensional normal random vector, as tâ0. This transfers to the Lévy case classical results of Feller, Khinchin, Lévy and Hahn and Klass for random walks. A specific construction of the norming matrix is given, and it is shown that centering constants may be taken as 0. Functional and self-normalization results are also given, as is a necessary and sufficient condition for the process to be in the matrix normalized domain of partial attraction of the normal.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 125, Issue 6, June 2015, Pages 2353-2382
Journal: Stochastic Processes and their Applications - Volume 125, Issue 6, June 2015, Pages 2353-2382
نویسندگان
Ross A. Maller, David M. Mason,