Convergence of partial sum processes to Lévy processes for associated sequences

DOI10.1016/j.crma.2010.12.001zbMath1213.60089OpenAlexW2063265566MaRDI QIDQ626070

Emmanuel Rio, Sana Louhichi

Publication date: 21 February 2011

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2010.12.001

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50)

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Cites Work

• An invariance principle for certain dependent sequences
• Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction
• Stochastic-Process Limits
• WEAK CONVERGENCE TO LÉVY STABLE PROCESSES IN DYNAMICAL SYSTEMS
• Associated random variables and martingale inequalities