On the functional limits for partial sums under stable law
Probability
2015-05-21 v2
Abstract
For the partial sums of independent random variables we define a stochastic process and prove that if and only if , for some sequence and distribution . We also prove an almost sure functional limit theorem for the product of partial sums of i.i.d. positive random variables attracted to an -stable law with .
Cite
@article{arxiv.1006.1073,
title = {On the functional limits for partial sums under stable law},
author = {Khurelbaatar Gonchigdanzan and Kamil Marcin Kosiński},
journal= {arXiv preprint arXiv:1006.1073},
year = {2015}
}