Résumé
We study the convergence of centered and normalized sums of independent and identically distributed random elements of the space script D of càdlàg functions endowed with Skorokhod's J1 topology, to stable distributions in script D. Our results are based on the concept of regular variation on metric spaces and on point process convergence. We provide some applications; in particular, to the empirical process of the renewal-reward process.
| langue originale | Anglais |
|---|---|
| Pages (de - à) | 1-17 |
| Nombre de pages | 17 |
| journal | Journal of Applied Probability |
| Volume | 52 |
| Numéro de publication | 1 |
| Les DOIs | |
| état | Publié - 1 mars 2015 |
| Modification externe | Oui |
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Examiner les sujets de recherche de « Convergence to stable laws in the space script D ». Ensemble, ils forment une empreinte digitale unique.Contient cette citation
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