Weak Convergence to Stochastic Integrals Driven by $α-$Stable Lévy Processes

Details Weak Convergence to Stochastic Integrals Driven by $α-$Stable Lévy Processes Weak Convergence to Stochastic Integrals Driven by $α-$Stable Lévy Processes

2011-04-18

arxiv.org/abs/1104.3402v1

Mathematics

Statistics Theory

18pages

Scientific paper

We use the martingale convergence method to get the weak convergence theorem
on general functionals of partial sums of independent heavy-tailed random
variables. The limiting process is the stochastic integral driven by
$\alpha-$stable L\'{e}vy process. Our method is very powerful to obtain the
limit behavior of heavy-tailed random variables.

Affiliated with

Also associated with

No associations

Rating

Weak Convergence to Stochastic Integrals Driven by $α-$Stable Lévy Processes does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Weak Convergence to Stochastic Integrals Driven by $α-$Stable Lévy Processes, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Weak Convergence to Stochastic Integrals Driven by $α-$Stable Lévy Processes will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-71563