Matrix normalized convergence of a Lévy process to normality at zero
Year of publication: |
2015
|
---|---|
Authors: | Maller, Ross A. ; Mason, David M. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 125.2015, 6, p. 2353-2382
|
Publisher: |
Elsevier |
Subject: | Lévy process | Matrix normalization | Domain of attraction | Domain of partial attraction | Normal distribution | Self-normalized process | Quadratic variation process |
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