Article ID Journal Published Year Pages File Type
1152233 Statistics & Probability Letters 2012 6 Pages PDF
Abstract
We consider the problem of the convergence of the so-called LePage series in the Skorokhod space Dd=D([0,1],Rd) and provide a simple criterion based on the moments of the increments of the random process involved in the series. This provides a simple sufficient condition for the existence of an α-stable distribution on Dd with given spectral measure.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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