• Title of article

    Invariance principles for generalized domains of semistable attraction

  • Author/Authors

    Wang، نويسنده , , Wensheng، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2014
  • Pages
    17
  • From page
    1
  • To page
    17
  • Abstract
    Let X , X 1 , X 2 , … be independent and identically distributed R d -valued random vectors and assume X belongs to the generalized domain of attraction of some operator semistable law without normal component. Then without changing its distribution, one can redefine the sequence on a new probability space such that the properly affine normalized partial sums converge in probability and consequently even in L p (for some p > 0 ) to the corresponding operator semistable Lévy motion.
  • Keywords
    Operator semistable law , domain of attraction , Invariance principle , Operator Lévy motion , Affine normalized partial sum
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2014
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1579145