Matrix normalized convergence of a Levy process to normality at zero
We give a necessary and sufficient condition for a d-dimensional Lévy process to be in the matrix normalized domain of attraction of a d-dimensional normal random vector, as t↓0. This transfers to the Lévy case classical results of Feller, Khinchin, L
|Collections||ANU Research Publications|
|Source:||Stochastic Processes and their Applications|
|01_Maller_Matrix_normalized_convergence_2015.pdf||326.91 kB||Adobe PDF||Request a copy|
|02_Maller_Matrix_normalized_convergence_2015.pdf||326.91 kB||Adobe PDF||Request a copy|
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.