Quelques résultats de convergence en loi vers des processus de Lévy α -stables

Michel Guillemeau

Publications mathématiques et informatique de Rennes (1996-1997)

  • Issue: 2, page 1-19

How to cite

top

Guillemeau, Michel. "Quelques résultats de convergence en loi vers des processus de Lévy $\alpha $-stables." Publications mathématiques et informatique de Rennes (1996-1997): 1-19. <http://eudml.org/doc/274472>.

@article{Guillemeau1996-1997,
author = {Guillemeau, Michel},
journal = {Publications mathématiques et informatique de Rennes},
language = {fre},
number = {2},
pages = {1-19},
publisher = {Département de Mathématiques et Informatique, Université de Rennes},
title = {Quelques résultats de convergence en loi vers des processus de Lévy $\alpha $-stables},
url = {http://eudml.org/doc/274472},
year = {1996-1997},
}

TY - JOUR
AU - Guillemeau, Michel
TI - Quelques résultats de convergence en loi vers des processus de Lévy $\alpha $-stables
JO - Publications mathématiques et informatique de Rennes
PY - 1996-1997
PB - Département de Mathématiques et Informatique, Université de Rennes
IS - 2
SP - 1
EP - 19
LA - fre
UR - http://eudml.org/doc/274472
ER -

References

top
  1. [F] W. Feller : "An introduction to probability theory and its applications", tome 2, Wiley Publications in statistics, 2nd edition, 1957. Zbl0077.12201MR88081
  2. [GI] I.I. Gikhman- A.V. Skorokhod : "Introduction to the theory of random processes", Philadelphia, W.B. Saunders co, 1969. Zbl0132.37902MR247660
  3. [GK] B.V. Gnedenko- A.N. Kolmogorov : "Limit distributions for sums of independant random variables", Addison-Wesley mathematic series, 1954. Zbl0056.36001MR62975
  4. [JMP] A. Jakubowski- J. Mémin- G. Pagès : "Convergence en loi des suites d'intégrales stochastiques sur l'espace D1 de Skorokhod", Probability Theory and related fields81, 111-137, 1989. Zbl0638.60049MR981569
  5. [JS] J. Jacod- A.N. Shiryaev (JS) : "Limit theorems for stochastic processes", Springer-Verlag, 1980. Zbl0635.60021MR959133
  6. [L] P. Lévy : "Fractions continues aléatoires", F.C.A. : Rend. d. circ. math dit Palermo s, 2, 1, 1952, p.170-208 Zbl0048.36101MR66583
  7. [ST] Samorodnitsky- M.S. Taqqu : "Stable non-gaussian random processes", Chapman & Hall, 1994. Zbl0925.60027MR1280932
  8. [SK] A.V. Skorokhod : "Limit theorems for stochastic processes with independent increments", Theory of probability and its applications, 1957. Zbl0969.60007MR94842

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.