Central Limit Theorem in the~Space of Continuous Functions in the~Case of Convergence to a~Stable Distribution
Matematičeskie trudy, Tome 2 (1999) no. 1, pp. 140-159
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In this article we study weak convergence of distributions of normed sums of independent random fields with an arbitrary compact parametric set to a nondegenerate stable distribution in the corresponding Banach space of continuous functions. We present new entropy conditions for the parametric set which provide this convergence.
@article{MT_1999_2_1_a4,
author = {E. I. Ostrovskii},
title = {Central {Limit} {Theorem} in {the~Space} of {Continuous} {Functions} in {the~Case} of {Convergence} to {a~Stable} {Distribution}},
journal = {Matemati\v{c}eskie trudy},
pages = {140--159},
publisher = {mathdoc},
volume = {2},
number = {1},
year = {1999},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MT_1999_2_1_a4/}
}
TY - JOUR AU - E. I. Ostrovskii TI - Central Limit Theorem in the~Space of Continuous Functions in the~Case of Convergence to a~Stable Distribution JO - Matematičeskie trudy PY - 1999 SP - 140 EP - 159 VL - 2 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/MT_1999_2_1_a4/ LA - ru ID - MT_1999_2_1_a4 ER -
E. I. Ostrovskii. Central Limit Theorem in the~Space of Continuous Functions in the~Case of Convergence to a~Stable Distribution. Matematičeskie trudy, Tome 2 (1999) no. 1, pp. 140-159. http://geodesic.mathdoc.fr/item/MT_1999_2_1_a4/