Invariance principles for generalized domains of semistable attraction |
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Authors: | Wensheng Wang |
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Institution: | Department of Mathematics, Hangzhou Normal University, Hangzhou 310036, China |
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Abstract: | Let X,X1,X2,… be independent and identically distributed Rd-valued random vectors and assume X 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 Lp (for some p>0) to the corresponding operator semistable Lévy motion. |
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Keywords: | 60G50 60K40 60F17 |
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