Weighted sums of I.I.D. Random variables attracted to integrals of stable processes
作者： Yuji Kasahara , Makoto Maejima
DOI: 10.1007/BF00718037
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摘要: Under the assumption of convergence partial sum processesZ n (t) i.i.d. random variables to an α-stable Levy processZ(σ)(t), 0<α≦2, weighted sums ∫f (u)dZ (u) ∫f(u)dZ(α)(u) is studied. The general result then applied examine domain attraction fractional stable process.
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