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arxiv: 0907.1185 · v2 · submitted 2009-07-07 · 🧮 math.PR · math.DS

Convergence to L\'evy stable processes under some weak dependence conditions

classification 🧮 math.PR math.DS
keywords conditionsconvergenceprocessessequencestablestationarysufficientdependence
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For a strictly stationary sequence of random vectors in $\mathbb{R}^d$ we study convergence of partial sum processes to L\'evy stable process in the Skorohod space with $J_1$-topology. We identify necessary and sufficient conditions for such convergence and provide sufficient conditions when the stationary sequence is strongly mixing.

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