WEAK CONVERGENCE TO LEVY STABLE PROCESSES IN DYNAMICAL SYSTEMS

被引：27

作者：

Tyran-Kaminska, Marta ^{[1
]}

机构：

[1] Univ Silesia, Inst Math, PL-40007 Katowice, Poland

来源：

STOCHASTICS AND DYNAMICS | 2010年 / 10卷 / 02期

基金：

英国工程与自然科学研究理事会;

关键词：

Levy stable processes; functional limit theorem; Skorohod topology; piecewise monotonic maps; hitting times; Poisson distribution; LIMIT-THEOREMS; INVARIANCE-PRINCIPLE; MIXING SEQUENCES; MAPS; STATISTICS; FRACTIONS; INTERVAL; POINTS; DECAY; LAW;

D O I：

10.1142/S0219493710002942

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study convergence of normalized ergodic sum processes to Levy stable process in the Skorohod space with J(1)-topology. Our necessary and sufficient conditions allow us to prove or disprove such convergence for specific examples.

引用

页码：263 / 289

页数：27

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