Convergence to stable laws in the space $D$
Probability
2015-03-31 v3
Abstract
We study the convergence of centered and normalized sums of i.i.d. random elements of the space of c{{\'a}}dl{{\'a}}g functions endowed with Skorohod's topology, to stable distributions in . Our results are based on the concept of regular variation on metric spaces and on point process convergence. We provide some applications, in particular to the empirical process of the renewal-reward process.
Cite
@article{arxiv.1211.4817,
title = {Convergence to stable laws in the space $D$},
author = {François Roueff and Philippe Soulier},
journal= {arXiv preprint arXiv:1211.4817},
year = {2015}
}