Orderly divergence of Levy Gamma integrals

Jerzy Szulga

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arXiv · 2405.20417

Orderly divergence of Levy Gamma integrals

Jerzy Szulga

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Abstract

``Orderly divergence'' deals with limit theorems for weighted stochastic Gamma integrals of otherwise nonintegrable functions. Although for monotonic functions this category usually coincides with the classical notion of weighted limit theorems for sums of i.i.d. random variables but there are exceptions and the lack of monotonicity reveals new aspects that are absent in the discrete case.

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Jerzy Szulga. 2024-05-30. Orderly divergence of Levy Gamma integrals. https://arxiv.org/abs/2405.20417

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