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Markov approximation of stable processes by random walks

The notion of the Markov approximation is introduced. This notion is illustrated in the frameworks of the multidimensional functional CLT with a normal domain of attraction and the functional CLT with a stable domain of attraction.

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Bibliographic Details
Date:	2006
Main Author:	Kulik, A.M.
Format:	Article
Language:	English
Published:	Інститут математики НАН України 2006
Online Access:	https://nasplib.isofts.kiev.ua/handle/123456789/4444
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Journal Title:	Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:	Markov approximation of stable processes by random walks / A.M. Kulik // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 1-2. — С.87–93. — Бібліогр.: 8 назв.— англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine

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