We consider the problem of the convergence of the so-called LePage series in the Skorokhod space D{double-struck}d=D{double-struck}([0,1],R{double-struck}d) and provide a simple criterion based on the moments of the increments of the random process involved in the series. This provides a simple sufficient condition for the existence of an α-stable distribution on D{double-struck}d with given spectral measure.

Original languageEnglish
Pages (from-to)145-150
Number of pages6
JournalStatistics and Probability Letters
Volume82
Issue number1
DOIs
StatePublished - Jan 2012

    Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

    Research areas

  • LePage series, Skorokhod space, Stable distribution

ID: 73460261