On the convergence of LePage series in Skorokhod space |
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| Authors: | Youri Davydov |
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| Institution: | a Université des sciences et technologies de Lille, Laboratoire Paul Painlevé, UMR CNRS 8524, U.F.R. de Mathématiques, Bâtiment M2, 59655 Villeneuve d’Ascq Cedex, Franceb Université de Poitiers, Laboratoire LMA, UMR CNRS 6086, Téléport 2, BP 30179, F-86962 Futuroscope-Chasseneuil cedex, France |
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| Abstract: | We consider the problem of the convergence of the so-called LePage series in the Skorokhod space Dd=D(0,1],Rd) and provide a simple criterion based on the moments of the increments of the random process involved in the series. This provides a simple sufficient condition for the existence of an α-stable distribution on Dd with given spectral measure. |
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| Keywords: | primary 60E07 secondary 60G52 |
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