A characterization of small and large time limit laws for self-normalized Lévy processes

Date

2013

Authors

Maller, Ross
Mason, David M

Journal Title

Journal ISSN

Volume Title

Publisher

Springer

Abstract

We establish asymptotic distribution results for self-normalized Lévy processes at small and large times that are analogs of those of Chistyakov and Götze [Ann. Probab. 32:28-77, 2004] for self-normalized sums.

Description

Keywords

Keywords: Domain of attraction; Large Times; Quadratic variations; Self-Normalized; Small Times; Stable laws; Number theory; Normal distribution Domain of Attraction of Normal Distribution; Large Times; Lévy Process; Quadratic Variation; Self-Normalized; Small Times; Stable Laws

Citation

Source

Type

Book chapter

Book Title

Limit Theorems in Probability, Statistics and Number Theory. Springer Proceedings in Mathematics and Statistics Volume 42

Entity type

Access Statement

License Rights

DOI

10.1007/978-3-642-36068-8_8

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