Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152233 | Statistics & Probability Letters | 2012 | 6 Pages |
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
Youri Davydov, Clément Dombry,