pith. sign in

arxiv: 1107.2193 · v1 · pith:GQPIH2UPnew · submitted 2011-07-12 · 🧮 math.PR

On the convergence of Le Page series in Skohorod space

classification 🧮 math.PR
keywords seriesconvergencepagesimpleskohorodspacealphacondition
0
0 comments X
read the original abstract

We consider the problem of the convergence of the so-called Le Page series in the Skohorod space $\bbD^d=\bbD([0,1],\bbR^d)$ and provide a simple criterion based on the moments of the increments of the random process involved in the series. This provides a simple sufficient condition for the existence of an $\alpha$-stable distribution on $\bbD^d$ with given spectral measure.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.