Rate of Convergence in the Functional Central Limit Theorem for Stable Processes
arxiv(2024)
摘要
In this article, we quantify the functional convergence of the rescaled
random walk with heavy tails to a stable process.This generalizes the
Generalized Central Limit Theorem for stable random variables infinite
dimension. We show that provided we have a control between the randomwalk or
the limiting stable process and their respective affine interpolation, we
canlift the rate of convergence obtained for multivariate distributions to a
rateof convergence in some functional spaces.
更多查看译文
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要