Matrix normalized convergence of a Lévy process to normality at zero

DOI10.1016/j.spa.2015.01.003zbMath1316.60068OpenAlexW1976965042MaRDI QIDQ2342397

David M. Mason, Ross A. Maller

Publication date: 28 April 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2015.01.003

zbMATH Keywords

Lévy processesnormal distributiondomain of attractionmatrix normalizationquadratic variation processself-normalized process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Related Items (3)

Matrix normalised stochastic compactness for a Lévy process at zero ⋮ Compactness and continuity properties for a Lévy process at a two-sided exit time ⋮ LIL type behavior of multivariate Lévy processes at zero

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