Autor: |
Huang, Lorick, Decreusefond, Laurent, Coutin, Laure |
Rok vydání: |
2024 |
Předmět: |
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Druh dokumentu: |
Working Paper |
Popis: |
In this article, we quantify the functional convergence of the rescaled random walk with heavy tails to a stable process.This generalizes the Generalized Central Limit Theorem for stable random variables infinite dimension. We show that provided we have a control between the randomwalk or the limiting stable process and their respective affine interpolation, we canlift the rate of convergence obtained for multivariate distributions to a rateof convergence in some functional spaces. |
Databáze: |
arXiv |
Externí odkaz: |
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