Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10527225 | Stochastic Processes and their Applications | 2014 | 17 Pages |
Abstract
Let X,X1,X2,⦠be independent and identically distributed Rd-valued random vectors and assume X belongs to the generalized domain of attraction of some operator semistable law without normal component. Then without changing its distribution, one can redefine the sequence on a new probability space such that the properly affine normalized partial sums converge in probability and consequently even in Lp (for some p>0) to the corresponding operator semistable Lévy motion.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Wensheng Wang,