Logarithmic averages of stable random variables are asymptotically normal
Lajos Horvath and
Stochastic Processes and their Applications, 1998, vol. 77, issue 1, 35-51
We show that most random walks in the domain of attraction of a symmetric stable law have a non-trivial almost sure central limit theorem with the normal law as the limit.
Keywords: Stable; distribution; Logarithmic; average; Wiener; process; Central; limit; theorem (search for similar items in EconPapers)
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