Logarithmic averages of stable random variables are asymptotically normal

DOI10.1016/S0304-4149(98)00034-9zbMath0936.60032OpenAlexW1965650932MaRDI QIDQ1805790

Lajos Horváth, István Berkes, Davar Khoshnevisan

Publication date: 18 November 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00034-9

zbMATH Keywords

Wiener processcentral limit theoremlogarithmic averagealmost sure central limit theoremstable distribution

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

Related Items (3)

The logarithmic average of sample extremes is asymptotically normal. ⋮ Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process ⋮ Théorèmes limites avec poids pour les martingales vectorielles

Cites Work

• A note on the almost sure central limit theorem
• Some limit theorems in log density
• On almost sure local and global central limit theorems
• On the almost sure central limit theorem and domains of attraction
• Weight functions and pathwise local central limit theorems
• On some expansions of stable distribution functions
• On Strong Versions of the Central Limit Theorem
• An almost everywhere central limit theorem
• Invariance principles for logarithmic averages
• Almost sure invariance principles when EX 1 2 =?
• Limit Theorems for Logarithmic Averages of Random Vectors
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