Article ID Journal Published Year Pages File Type
1156884 Stochastic Processes and their Applications 2010 22 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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