Construction and Approximation of Stable Lévy Motion with Values in Skorohod Space
Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version of this is known to be true as well, the limit process b...
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| Format: | Others |
| Language: | en |
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Université d'Ottawa / University of Ottawa
2019
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| Online Access: | http://hdl.handle.net/10393/39505 http://dx.doi.org/10.20381/ruor-23749 |