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A Lindeberg–Feller theorem for stable laws |
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| Institution: | 1. Research School of Eng., ANU, Canberra, ACT 2601, Australia;2. School of Inf. Tech., Deakin University, Waurn Ponds, VIC 3216, Australia;3. CSIRO, Black Mountain Laboratories, Canberra, ACT 2601, Australia;1. National Engineering Laboratory for Speech and Language Information Processing, University of Science and Technology of China, Hefei, PR China;2. Department of Electrical and Computer Engineering, Queen’s University, Kingston, Canada;3. iFLYTEK Research, Hefei, PR China |
| Abstract: | We prove a stable version of the Lindeberg–Feller theorem and apply this result to an approximation of stable processes that are represented by stochastic integrals. |
| Keywords: | Stable limit theorem Stable process Lindeberg–Feller theorem |
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