On the convergence of Le Page series in Skohorod space

Details On the convergence of Le Page series in Skohorod space On the convergence of Le Page series in Skohorod space

2011-07-12

arxiv.org/abs/1107.2193v1

Mathematics

Probability

9 pages

Scientific paper

We consider the problem of the convergence of the so-called Le Page series in
the Skohorod space $\bbD^d=\bbD([0,1],\bbR^d)$ and provide a simple criterion
based on the moments of the increments of the random process involved in the
series. This provides a simple sufficient condition for the existence of an
$\alpha$-stable distribution on $\bbD^d$ with given spectral measure.

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