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Zapiski Nauchnykh Seminarov LOMI, 1985, Volume 142, Pages 130–140
(Mi znsl4325)
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Some limit theorems for functionals of random walks in the domain of attraction of the Cauchy law
M. V. Petrova
Abstract:
For different types of random walks in the domain of attraction of the Cauchy law one proves a series of theorems on the weak convergence of the random polygons $\nu_n(t)$ with the nodes $\Big(\frac kn,\frac{\pi}{\log n}\sum_{i=1}^kf(\zeta_i)\Big)$, $k=1,\dots,n$, $\nu_n(0)=0$ in the space $C[0,1]$ to a certain degenerate process.
Citation:
M. V. Petrova, “Some limit theorems for functionals of random walks in the domain of attraction of the Cauchy law”, Problems of the theory of probability distributions. Part IX, Zap. Nauchn. Sem. LOMI, 142, "Nauka", Leningrad. Otdel., Leningrad, 1985, 130–140; J. Soviet Math., 36:4 (1987), 525–531
Linking options:
https://www.mathnet.ru/eng/znsl4325 https://www.mathnet.ru/eng/znsl/v142/p130
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Abstract page: | 96 | Full-text PDF : | 32 |
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