On the convergence of LePage series in Skorokhod space

Youri Davydov and Clément Dombry

Statistics & Probability Letters, 2012, vol. 82, issue 1, 145-150

Abstract: We consider the problem of the convergence of the so-called LePage series in the Skorokhod space Dd=D([0,1],Rd) and provide a simple criterion based on the moments of the increments of the random process involved in the series. This provides a simple sufficient condition for the existence of an α-stable distribution on Dd with given spectral measure.

Keywords: Stable distribution; LePage series; Skorokhod space (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1016/j.spl.2011.09.011

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