- Central Limit Theorem for Levy Processes
- Central Limit Theorem for Levy Processes
- ㆍ 저자명
- Wee. In-Suk
- ㆍ 간행물명
- 통계학연구
- ㆍ 권/호정보
- 1983년|12권 2호|pp.100-109 (10 pages)
- ㆍ 발행정보
- 한국통계학회
- ㆍ 파일정보
- 정기간행물|ENG| PDF텍스트
- ㆍ 주제분야
- 기타
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Let ${X_i}$ be a process with stationary and independent increments whose log characteristic function is expressed as $ibut-2^{-1}sigma^2u^2t+tint_{{0 }^c}{(exp(iux)-1-iux(i+x^2)^{-1})dv(x)}$. Our main result is taht $x^2(int_{y>x}{dv(y)})/(int_{$mid$y$mid$leqx}{y^2dv(y)+sigma^2}) o 1$</TEX> as $x o 0 (resp. x o infty)$ is necessary, and sufficient for ${X-i}$ to have ${A_t}$ and ${B_t}$ such that $(X_t-A_t)/B_t o^D n(0,1)$ as $t o 0 (resp. t o infty)$.