scientific article; zbMATH DE number 4197061

zbMATH Open0725.60051MaRDI QIDQ5203435FDOQ5203435

Authors: Jerzy Szulga 

Publication date: 1991

Title of this publication is not available (Why is that?)

Recommendations

• Limit distributions of U-statistics resambled by symmetric stable laws
• Convergence in variation of the laws of multiple stable integrals.
• Weak convergence of stable integrals
• Convergence in variation of the joint laws of multiple stable stochastic integrals
• Stable limits of empirical processes of moving averages with infinite variance.

zbMATH Keywords

multiple stochastic integraldomain of normal attractionstable random variablemultilinear random formresampled empirical measures

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Functional limit theorems; invariance principles (60F17) Random measures (60G57) Stochastic integrals (60H05)

Cited In (4)

• Weak convergence of stable integrals
• Multiple stable integrals: Representation, absolute continuity of their law
• A Monte Carlo algorithm for multiple stochastic integrals of stable processes
• Limit distributions of U-statistics resambled by symmetric stable laws

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