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arXiv · 0907.1185

Convergence to Lévy stable processes under some weak dependence conditions

Marta Tyran-Kaminska
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Abstract

For a strictly stationary sequence of random vectors in $\mathbb{R}^d$ we study convergence of partial sum processes to 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.

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Marta Tyran-Kaminska. 2010-07-06. Convergence to Lévy stable processes under some weak dependence conditions. https://doi.org/10.1016/j.spa.2010.05.010

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