Convergence to Lévy stable processes under some weak dependence conditions
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Publication:988675
DOI10.1016/j.spa.2010.05.010zbMath1198.60018arXiv0907.1185OpenAlexW1973454276MaRDI QIDQ988675
Publication date: 18 August 2010
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0907.1185
functional limit theoremstrong mixingPoisson point processPoisson convergenceregularly varyingLévy stable process
Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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