Some Functional Stable Limit Theorems
1973 ◽
Vol 16
(2)
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pp. 173-177
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Keyword(s):
Let Xl,X2,X3, … be a sequence of independent and identically distributed (i.i.d.) random variables which belong to the domain of attraction of a stable law of index α≠1. That is,1whereandwhere L(n) is a function of slow variation; also take S0=0, B0=l.In §2, we are concerned with the weak convergence of the partial sum process to a stable process and the question of centering for stable laws and drift for stable processes.
1969 ◽
Vol 6
(02)
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pp. 419-429
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1958 ◽
Vol 10
◽
pp. 222-229
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Keyword(s):
2005 ◽
Vol 127
(1)
◽
pp. 1767-1783
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Keyword(s):
2006 ◽
Vol 43
(1)
◽
pp. 79-114
2014 ◽
Vol 46
(02)
◽
pp. 478-495
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