Article ID Journal Published Year Pages File Type
10527225 Stochastic Processes and their Applications 2014 17 Pages PDF
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
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