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Invariance principles for generalized domains of semistable attraction
Authors:Wensheng Wang
Institution:Department of Mathematics, Hangzhou Normal University, Hangzhou 310036, China
Abstract:Let X,X1,X2,…X,X1,X2, be independent and identically distributed RdRd-valued random vectors and assume XX belongs to the generalized domain of attraction of some operator semistable law without normal component. Then without changing its distribution, one can redefine the sequence on a new probability space such that the properly affine normalized partial sums converge in probability and consequently even in LpLp (for some p>0p>0) to the corresponding operator semistable Lévy motion.
Keywords:60G50  60K40  60F17
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