Maller, Ross A.; Mason, David M. - In: Stochastic Processes and their Applications 125 (2015) 6, pp. 2353-2382
We give a necessary and sufficient condition for a d-dimensional Lévy process to be in the matrix normalized domain of attraction of a d-dimensional normal random vector, as t↓0. This transfers to the Lévy case classical results of Feller, Khinchin, Lévy and Hahn and Klass for random walks....
