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Strong and conditional invariance principles for samples attracted to stable laws

✍ Scribed by Raoul LePage; Krzysztof Podgórski; Michał Ryznar


Publisher
Springer
Year
1997
Tongue
English
Weight
221 KB
Volume
108
Category
Article
ISSN
1432-2064

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Let Xi, i = 1, 2, . . ., be i.i.d. symmetric random variables in the domain of attraction of o symmetric stable distribution (J, with 0 < a < 2. Let Yj, i = 1, 2, ..., be ii.d. symmetric stable random variables with the common distribution a,. It is known that under certain condi-