IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v124y2014i1p1-17.html
   My bibliography  Save this article

Invariance principles for generalized domains of semistable attraction

Author

Listed:
  • Wang, Wensheng

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.

Suggested Citation

  • Wang, Wensheng, 2014. "Invariance principles for generalized domains of semistable attraction," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 1-17.
    • Handle: RePEc:eee:spapps:v:124:y:2014:i:1:p:1-17
    DOI: 10.1016/j.spa.2013.07.004
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304414913001919
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spa.2013.07.004?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Scheffler, Hans-Peter, 1995. "Moments of measures attracted to operator semi-stable laws," Statistics & Probability Letters, Elsevier, vol. 24(3), pages 187-192, August.
    2. Hudson, William N. & Veeh, Jerry Alan & Weiner, Daniel Charles, 1988. "Moments of distributions attracted to operator-stable laws," Journal of Multivariate Analysis, Elsevier, vol. 24(1), pages 1-10, January.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Wensheng Wang, 2017. "Large Deviations for Sums of Random Vectors Attracted to Operator Semi-Stable Laws," Journal of Theoretical Probability, Springer, vol. 30(1), pages 64-84, March.
    2. Wensheng Wang, 2024. "The Moduli of Continuity for Operator Fractional Brownian Motion," Journal of Theoretical Probability, Springer, vol. 37(3), pages 2097-2120, September.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Wensheng Wang, 2017. "Large Deviations for Sums of Random Vectors Attracted to Operator Semi-Stable Laws," Journal of Theoretical Probability, Springer, vol. 30(1), pages 64-84, March.
    2. Scheffler, Hans-Peter, 1995. "Moments of measures attracted to operator semi-stable laws," Statistics & Probability Letters, Elsevier, vol. 24(3), pages 187-192, August.
    3. Mark M. Meerschaert & Hans-Peter Scheffler, 1997. "Spectral Decomposition for Generalized Domains of Semistable Attraction," Journal of Theoretical Probability, Springer, vol. 10(1), pages 51-71, January.
    4. Meerschaert, Mark M. & Scheffler, Hans-Peter, 1999. "Moment Estimator for Random Vectors with Heavy Tails," Journal of Multivariate Analysis, Elsevier, vol. 71(1), pages 145-159, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:124:y:2014:i:1:p:1-17. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.