Title of article :
Convergence to Lévy stable processes under some weak dependence conditions
Author/Authors :
Tyran-Kami?ska، نويسنده , , Marta، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Abstract :
For a strictly stationary sequence of random vectors in R d we study convergence of partial sum processes to a Lévy stable process in the Skorohod space with J 1 -topology. We identify necessary and sufficient conditions for such convergence and provide sufficient conditions when the stationary sequence is strongly mixing.
Keywords :
Lévy stable processes , Poisson point processes , Functional limit theorem , strong mixing , Skorohod topology
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications