Logarithmic averages of stable random variables are asymptotically normal

Stochastic Processes and their Applications

Volumn 77, Issue 1, 1998, Pages 35-51

  Berkes, István ^a   Horváth, Lajos ^b   Khoshnevisan, Davar ^b  

^a ALFRÉD RÉNYI INSTITUTE OF MATHEMATICS   (Hungary)

^b UNIVERSITY OF UTAH   (United States)

Author keywords

Central limit theorem; Logarithmic average; Primary 60F17; Secondary 60G10; Stable distribution; Wiener process

Indexed keywords

EID: 0007325931     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(98)00034-9     Document Type: Article

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