A Characterization of Small and Large Time Limit Laws for Self-normalized Lévy Processes (Q2848104)

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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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