-norm of infinitely divisible random vectors and certain stochastic integrals.
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Displaying 1 – 15 of 15
La préservation des trajectoires du mouvement brownien et la préservation des lois de Cauchy
G. Letac (1981)
Annales scientifiques de l'Université de Clermont. Mathématiques
Le support des lois indefiniment divisibles dans un groupe Abelien localement compact.
A. Tortrat (1988)
Mathematische Zeitschrift
Limit distributions for sums of shrunken random variables [Book]
Zbigniew J. Jurek (1981)
Limit laws for products of free and independent random variables
Hari Bercovici, Vittorino Pata (2000)
Studia Mathematica
We determine the distributional behavior of products of free (in the sense of Voiculescu) identically distributed random variables. Analogies and differences with the classical theory of independent random variables are then discussed.
Limit laws for transient random walks in random environment on
Nathanaël Enriquez, Christophe Sabot, Olivier Zindy (2009)
Annales de l’institut Fourier
We consider transient random walks in random environment on with zero asymptotic speed. A classical result of Kesten, Kozlov and Spitzer says that the hitting time of the level converges in law, after a proper normalization, towards a positive stable law, but they do not obtain a description of its parameter. A different proof of this result is presented, that leads to a complete characterization of this stable law. The case of Dirichlet environment turns out to be remarkably explicit.
Limit theorems for Pareto-type distributions
A. De-Meyer, J. L. Teugels (1985)
Banach Center Publications
Limit theorems for random fields [Book]
Nguyen van Thu (1981)
Limit theorems for randomly coarse grained continuous-time random walks [Book]
Agnieszka Jurlewicz (2005)
Limit theorems for some functionals with heavy tails of a discrete time Markov chain
Patrick Cattiaux, Mawaki Manou-Abi (2014)
ESAIM: Probability and Statistics
Consider an irreducible, aperiodic and positive recurrent discrete time Markov chain (Xn,n ≥ 0) with invariant distribution μ. We shall investigate the long time behaviour of some functionals of the chain, in particular the additive functional S n = ∑ i = 1 n f ( X i ) for a possibly non square integrable functionf. To this end we shall link ergodic properties of the chain to mixing properties, extending known results in the continuous time case. We will then use existing results of convergence...
Limit theorems in free probability theory II
Gennadii Chistyakov, Friedrich Götze (2008)
Open Mathematics
Based on an analytical approach to the definition of multiplicative free convolution on probability measures on the nonnegative line ℝ+ and on the unit circle we prove analogs of limit theorems for nonidentically distributed random variables in classical Probability Theory.
Lois indéfiniment divisibles et théorèmes de Ito-Nisio et Yuriskii
Albert Tortrat (1979)
Annales de l'I.H.P. Probabilités et statistiques
Lois stables dans un groupe
A. Tortrat (1981)
Annales de l'I.H.P. Probabilités et statistiques
Lois stables et propriété de Slépian
Antoine Ehrhard (1982)
Annales scientifiques de l'Université de Clermont. Mathématiques
Long memory and self-similar processes
Gennady Samorodnitsky (2006)
Annales de la faculté des sciences de Toulouse Mathématiques
This paper is a survey of both classical and new results and ideas on long memory, scaling and self-similarity, both in the light-tailed and heavy-tailed cases.
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