A note on the J1-convergence of a first-passage process

N. R. Mohan

Stochastic Processes and their Applications, 1976, vol. 4, issue 2, 157-165

Abstract: Let X1, X2, ... be a sequence of independent and identically distributed random variables with mean zero such that the common distribution function belongs to the domain of attraction of a stable law G[alpha],[beta] with 1 [xi]}, [xi]>0, then it is shown that N(nt)/B*(n), 0

Keywords: Skorohod; J1-; and; M1-topologies; first-passage; process; domain; of; attraction; stable; subordinator; regularly; varying; functions; stable; law; weak; convergence; ladder; indices; ladder; heights; random; time; change (search for similar items in EconPapers)
Date: 1976
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