Title of article :
Logarithmic averages of stable random variables are asymptotically normal
Author/Authors :
Berkes، نويسنده , , Istvلn and Horvلth، نويسنده , , Lajos and Khoshnevisan، نويسنده , , Davar، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1998
Pages :
17
From page :
35
To page :
51
Abstract :
We show that most random walks in the domain of attraction of a symmetric stable law have a non-trivial almost sure central limit theorem with the normal law as the limit.
Keywords :
Central Limit Theorem , Stable distribution , Logarithmic average , Wiener Process
Journal title :
Stochastic Processes and their Applications
Serial Year :
1998
Journal title :
Stochastic Processes and their Applications
Record number :
1576298
Link To Document :
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