Logarithmic averages of stable random variables are asymptotically normal
We show that most random walks in the domain of attraction of a symmetric stable law have a non-trivial almost sure central limit theorem with the normal law as the limit.
Year of publication: |
1998
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Authors: | Berkes, István ; Horváth, Lajos ; Khoshnevisan, Davar |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 77.1998, 1, p. 35-51
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Publisher: |
Elsevier |
Keywords: | Stable distribution Logarithmic average Wiener process Central limit theorem |
Saved in:
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