On the convergence of Le Page series in Skohorod space
Probability
2011-07-13 v1
Abstract
We consider the problem of the convergence of the so-called Le Page series in the Skohorod space 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 -stable distribution on with given spectral measure.
Keywords
Cite
@article{arxiv.1107.2193,
title = {On the convergence of Le Page series in Skohorod space},
author = {Youri Davydov and Clément Dombry},
journal= {arXiv preprint arXiv:1107.2193},
year = {2011}
}
Comments
9 pages