WEAK CONVERGENCE TO LÉVY STABLE PROCESSES IN DYNAMICAL SYSTEMS-Reference-Cited by-同舟云学术

WEAK CONVERGENCE TO LÉVY STABLE PROCESSES IN DYNAMICAL SYSTEMS

Published:2010-06 Issue:02 Volume:10 Page:263-289
ISSN:0219-4937
Container-title:Stochastics and Dynamics
language:en
Short-container-title:Stoch. Dyn.

Author:

TYRAN-KAMIŃSKA MARTA¹

Affiliation:

1. Institute of Mathematics, University of Silesia, Bankowa 14, 40-007 Katowice, Poland

Abstract

We study convergence of normalized ergodic sum processes to Lévy stable process in the Skorohod space with J1-topology. Our necessary and sufficient conditions allow us to prove or disprove such convergence for specific examples.

Publisher

World Scientific Pub Co Pte Lt

Subject

Modeling and Simulation

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219493710002942

Reference38 articles.

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