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Laws of large numbers in self-correcting point processes

✍ Scribed by T. Hayashi


Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
402 KB
Volume
23
Category
Article
ISSN
0304-4149

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of i.i.d. random variables such that EX s 0, let 1 2 Z be a random variable possessing a stable distribution G with exponent ␣, 1 -␣ F 2, assume the distribution of X is attracted to G, and set S s X n 1 q иии qX . We prove that n p Ž ␣ p rŽ ␣yp..Ž r r py1. r r py2 1 r p yŽ ␣ p rŽ ␣yp..Ž r r py1.