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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| Datum: | 2006 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
2006
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| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4444 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | 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. |