Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156884 | Stochastic Processes and their Applications | 2010 | 22 Pages |
Abstract
For a strictly stationary sequence of random vectors in RdRd we study convergence of partial sum processes to a Lévy stable process in the Skorohod space with J1J1-topology. We identify necessary and sufficient conditions for such convergence and provide sufficient conditions when the stationary sequence is strongly mixing.
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Marta Tyran-Kamińska,