Convergence of functionals of sums of r.v.s to local times of fractional stable motions

Details Convergence of functionals of sums of r.v.s to local times of fractional stable motions Convergence of functionals of sums of r.v.s to local times of fractional stable motions

2004-10-05

arxiv.org/abs/math/0410097v1

Annals of Probability 2004, Vol. 32, No. 3A, 1771-1795

Mathematics

Probability

Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imsta

Scientific paper

10.1214/009117904000000658

Consider a sequence X_k=\sum_{j=0}^{\infty}c_j\xi_{k-j}, k\geq 1, where c_j, j\geq 0, is a sequence of constants and \xi_j, -\infty

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