scientific article; zbMATH DE number 1303223

MaRDI QIDQ4249750zbMATH OpenFDO

Authors Michel Guillemeau

Publication date 20 January 2000

zbMATH Keywords

central limit theoremsemimartingale\(\alpha\)-stable Lévy motion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Recommendations

• Existence of positive solutions for Sturm-Liouville boundary value problems on the half-line
• Convergence to Lévy stable processes under some weak dependence conditions
• Convergence of partial sum processes to Lévy processes for associated sequences
• Convergence of functionals of sums of r.v.s to local times of fractional stable motions.

Cited in

(11)

• Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction
• Convergence of trimmed Lévy processes to trimmed stable random variables at 0
• Time regularity of Lévy-type evolution in Hilbert spaces and of some \(\alpha \)-stable processes
• Convergence of partial sum processes to Lévy processes for associated sequences
• The Donsker's theorem for Lévy stable motions via Mallows distance
• Existence of positive solutions for Sturm-Liouville boundary value problems on the half-line
• Approximation of a symmetric α-stable Lévy process by a Lévy process with finite moments of all orders
• Stable CLTs and rates for power variation of \(\alpha\)-stable Lévy processes
• On the convergence of LePage series in Skorokhod space
• The Limiting Behavior of Ito’s Finite Sums with Averaging
• scientific article; zbMATH DE number 3996736 (Why is no real title available?)

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