Strong invariance principle for

Nadiia Zinchenko

Teoriâ slučajnyh processov, Tome 13 (2007) no. 4, pp. 233-246.

Résumé

The strong invariance principle for renewal process and randomly stopped sums when summands belong to the domain of attraction of an $\alpha$-stable law is presented

Détail

Keywords: Lévy processes, stable processes, invariance principle, domain of attraction,renewal process, randomly stopped process, risk models.

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