Limit theorems for sums of heavy-tailed variables with random dependent weights

DOI10.1007/s11009-006-9011-5zbMath1134.60028OpenAlexW2030681255MaRDI QIDQ2642484

Murad S. Taqqu, Stilian A. Stoev

Publication date: 17 August 2007

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-006-9011-5

zbMATH Keywords

functional limit theoremsSkorokhod topologyweighted sumsstable Lévy motionrandom dependent weights

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17)

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