A characterization of small and large time limit laws for self-normalized Lévy processes (Q2848104)
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scientific article; zbMATH DE number 6211496
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| English | A characterization of small and large time limit laws for self-normalized Lévy processes |
scientific article; zbMATH DE number 6211496 |
Statements
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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0.8468636274337769
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0.8433557748794556
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0.8375385403633118
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0.7898644208908081
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0.7886848449707031
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