An almost sure functional limit theorem for the domain of geometric partial attraction of semistable laws (Q2641431)

The authors prove a functional version of an almost sure limit theorem for random variables in the domain of geometric partial attraction of semistable laws presented in [\textit{I. Berkes}, et al., Limit theorems in probability and statistics. Fourth Hungarian colloquium on limit theorems in probability and statistics, Balatonlelle, Hungary, June 28--July 2, 1999. Vol I. Budapest: János Bolyai Mathematical Society (2002; Zbl 1009.00022), (pp. 133--157)]. The proof relies on the applicability of a standard invariance principle in almost sure limit theory. By the invariance principle, the considered almost sure functional limit theorem is equivalent to convergence in distribution in the Skorokhod space of logarithmic averages of the distributions of suitably normalized random step functions to the same limit. The latter is shown using convergence of the finite-dimensional distributions and proving tightness. The appearing limit is an integral mixture of semistable Lévy processes that naturally appear as distributional limits only along certain subsequences with geometric growth condition.