Title of article
A general correlation inequality and the Almost Sure Local Limit Theorem for random sequences in the domain of attraction of a stable law
Author/Authors
Giuliano، نويسنده , , Rita and Szewczak، نويسنده , , Zbigniew S.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2014
Pages
15
From page
1612
To page
1626
Abstract
In the present paper we obtain a new correlation inequality and use it for the purpose of extending the theory of the Almost Sure Local Limit Theorem to the case of lattice random sequences in the domain of attraction of a stable law. In particular, we prove ASLLT in the case of the normal domain of attraction of α -stable law, α ∈ ( 1 , 2 ) .
Keywords
Almost Sure Local Limit Theorem , domain of attraction , Correlation inequality , Characteristic function , Stable law
Journal title
Stochastic Processes and their Applications
Serial Year
2014
Journal title
Stochastic Processes and their Applications
Record number
1579282
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