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On the convergence of LePage series in Skorokhod space. / Davydov, Youri; Dombry, Clément.

In: Statistics and Probability Letters, Vol. 82, No. 1, 01.2012, p. 145-150.

Research output: Contribution to journal › Article › peer-review

Harvard

Davydov, Y & Dombry, C 2012, 'On the convergence of LePage series in Skorokhod space', Statistics and Probability Letters, vol. 82, no. 1, pp. 145-150. https://doi.org/10.1016/j.spl.2011.09.011

APA

Davydov, Y., & Dombry, C. (2012). On the convergence of LePage series in Skorokhod space. Statistics and Probability Letters, 82(1), 145-150. https://doi.org/10.1016/j.spl.2011.09.011

Vancouver

Davydov Y, Dombry C. On the convergence of LePage series in Skorokhod space. Statistics and Probability Letters. 2012 Jan;82(1):145-150. https://doi.org/10.1016/j.spl.2011.09.011

Author

Davydov, Youri ; Dombry, Clément. / On the convergence of LePage series in Skorokhod space. In: Statistics and Probability Letters. 2012 ; Vol. 82, No. 1. pp. 145-150.

BibTeX

@article{cc9f743cc8af4a178e8eacbf54b57020,
title = "On the convergence of LePage series in Skorokhod space",
abstract = "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.",
keywords = "LePage series, Skorokhod space, Stable distribution",
author = "Youri Davydov and Cl{\'e}ment Dombry",
note = "Copyright: Copyright 2011 Elsevier B.V., All rights reserved.",
year = "2012",
month = jan,
doi = "10.1016/j.spl.2011.09.011",
language = "English",
volume = "82",
pages = "145--150",
journal = "Statistics and Probability Letters",
issn = "0167-7152",
publisher = "Elsevier",
number = "1",

}

RIS

TY - JOUR

T1 - On the convergence of LePage series in Skorokhod space

AU - Davydov, Youri

AU - Dombry, Clément

N1 - Copyright: Copyright 2011 Elsevier B.V., All rights reserved.

PY - 2012/1

Y1 - 2012/1

N2 - 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.

AB - 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.

KW - LePage series

KW - Skorokhod space

KW - Stable distribution

UR - http://www.scopus.com/inward/record.url?scp=80054092268&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2011.09.011

DO - 10.1016/j.spl.2011.09.011

M3 - Article

AN - SCOPUS:80054092268

VL - 82

SP - 145

EP - 150

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

SN - 0167-7152

IS - 1

ER -

ID: 73460261