Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows

DOI10.1214/13-AOP899zbMath1320.60090arXiv1209.3957MaRDI QIDQ482839

Gennady Samorodnitsky, Takashi Owada

Publication date: 6 January 2015

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.3957

zbMATH Keywords

functional central limit theoremself-similar processconservative flowDarling-Kac theorempointwise dual ergodicityinverse stable subordinatorinfinitely divisible process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17) Nonsingular (and infinite-measure preserving) transformations (37A40)

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