A simple condition for the multivariate CLT and the attraction to the Gaussian of Lévy processes at long and short times

DOI10.1080/03610926.2014.995826zbMath1360.60052arXiv1306.1885OpenAlexW3098464504MaRDI QIDQ2980076

Michael Grabchak

Publication date: 27 April 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.1885

zbMATH Keywords

Lévy processesmultivariate central limit theoremlong and short time behavior

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cites Work

• Weak drifts of infinitely divisible distributions and their applications
• Tempering stable processes
• Stability and attraction to normality for Lévy processes at zero and at infinity
• Small time Chung-type LIL for Lévy processes
• Inversions of Lévy measures and the relation between long and short time behavior of Lévy processes
• Heavy-Tail Phenomena
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