Convergence to L\'evy stable processes under some weak dependence conditions
Probability
2010-07-27 v2 Dynamical Systems
Abstract
For a strictly stationary sequence of random vectors in we study convergence of partial sum processes to L\'evy stable process in the Skorohod space with -topology. We identify necessary and sufficient conditions for such convergence and provide sufficient conditions when the stationary sequence is strongly mixing.
Cite
@article{arxiv.0907.1185,
title = {Convergence to L\'evy stable processes under some weak dependence conditions},
author = {Marta Tyran-Kaminska},
journal= {arXiv preprint arXiv:0907.1185},
year = {2010}
}
Comments
Change of the title. Minor revisions