Convergence of partial sum processes to Levy processes for associated sequences

被引：2

作者：

Louhichi, Sana ^{[1
]}

Rio, Emmanuel ^{[2
]}

机构：

[1] Univ Grenoble 1, UMR CNRS 5525, Lab Jean Kuntzmann, Tour IRMA, F-38041 St Martin Dheres, France

[2] Univ Versailles St Quentin Yvelines, UMR CNRS 8100, Math Lab, F-78035 Versailles, France

来源：

COMPTES RENDUS MATHEMATIQUE | 2011年 / 349卷 / 1-2期

关键词：

WEAK-CONVERGENCE;

D O I：

10.1016/j.crma.2010.12.001

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this Note we prove that, if for a suitably normalized version of the partial-sum process associated to a strictly stationary and associated sequence of real-valued random variables, the finite dimensional convergence to a Levy stable motion holds, then the partial-sum process converges to this Levy stable motion in the M-1-topology of Skorohod. (C) 2010 Publie par Elsevier Masson SAS pour l'Academie des sciences.

引用

页码：89 / 91

页数：3

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