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On the functional limits for partial sums under stable law

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  • Gonchigdanzan, Khurelbaatar
  • Kosinski, Kamil M.

Abstract

For the partial sums (Sn) of independent random variables we define a stochastic process sn(t):=(1/dn)[summation operator]k

Suggested Citation

  • Gonchigdanzan, Khurelbaatar & Kosinski, Kamil M., 2009. "On the functional limits for partial sums under stable law," Statistics & Probability Letters, Elsevier, vol. 79(17), pages 1818-1822, September.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:17:p:1818-1822
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    References listed on IDEAS

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    1. Gonchigdanzan, Khurelbaatar, 2008. "An almost sure limit theorem for the product of partial sums with stable distribution," Statistics & Probability Letters, Elsevier, vol. 78(18), pages 3170-3175, December.
    2. Qi, Yongcheng, 2003. "Limit distributions for products of sums," Statistics & Probability Letters, Elsevier, vol. 62(1), pages 93-100, March.
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