Lacunary series and stable distributions
| Autor: | Berkes, I., Tichy, R. |
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| Rok vydání: | 2017 |
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| Druh dokumentu: | Working Paper |
| Popis: | By well known results of probability theory, any sequence of random variables with bounded second moments has a subsequence satisfying the central limit theorem and the law of the iterated logarithm in a randomized form. In this paper we give criteria for a sequence $(X_n)$ of random variables to have a subsequence $(X_{n_k})$ whose weighted partial sums, suitably normalized, converge weakly to a stable distribution with parameter $0<\alpha<2$. |
| Databáze: | arXiv |
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