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On the Limit Lognormal and Other Limit Log-Infinitely Divisible Laws

✍ Scribed by Dmitry Ostrovsky

Publisher
Springer
Year
2009
Tongue
English
Weight
547 KB
Volume
138
Category
Article
ISSN
0022-4715

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πŸ“œ SIMILAR VOLUMES

On the invariance principle for stationa
On the invariance principle for stationary Ο•-mixing triangular arrays with infinitely divisible limits
✍ Jorge D. Samur πŸ“‚ Article πŸ“… 1987 πŸ› Springer 🌐 English βš– 728 KB

Given a stationary, @mixing triangular array of Banach space valued random vectors whose row sums converge weakly to an infinitely divisible probability measure, necessary and sufficient conditions for the validity of the corresponding invariance principle in distribution are given.