A Characterization of Small and Large Time Limit Laws for Self-normalized Lévy Processes (Q2848104)
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English | A Characterization of Small and Large Time Limit Laws for Self-normalized Lévy Processes |
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A Characterization of Small and Large Time Limit Laws for Self-normalized Lévy Processes (English)
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25 September 2013
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domain of attraction of normal distribution
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large times
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Lévy process
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quadratic variation
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self-normalized
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small times
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stable laws
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