Limit theorems for weighted sums of infinite variance random variables attracted to integrals of linear fractional stable motions

DOI10.3836/TJM/1233844051zbMath1172.60004OpenAlexW2085674485MaRDI QIDQ1012430

Sakurako Suzuki, Makoto Maejima

Publication date: 21 April 2009

Published in: Tokyo Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3836/tjm/1233844051

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stable stochastic processes (60G52)

Cites Work

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• Weighted sums of i.i.d. random variables attracted to integrals of stable processes
• Convergence of weighted sums of random variables with long-range dependence.
• A self-similar process with nowhere bounded sample paths

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