Some limit theorems for functionals of random walks in the domain of attraction of the Cauchy law
Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part IX, Tome 142 (1985), pp. 130-140
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For different types of random walks in the domain of attraction of the Cauchy law one proves a series of theorems on the weak convergence of the random polygons $\nu_n(t)$ with the nodes $\Big(\frac kn,\frac{\pi}{\log n}\sum_{i=1}^kf(\zeta_i)\Big)$, $k=1,\dots,n$, $\nu_n(0)=0$ in the space $C[0,1]$ to a certain degenerate process.
@article{ZNSL_1985_142_a13,
author = {M. V. Petrova},
title = {Some limit theorems for functionals of random walks in the domain of attraction of the {Cauchy} law},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {130--140},
publisher = {mathdoc},
volume = {142},
year = {1985},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1985_142_a13/}
}
TY - JOUR AU - M. V. Petrova TI - Some limit theorems for functionals of random walks in the domain of attraction of the Cauchy law JO - Zapiski Nauchnykh Seminarov POMI PY - 1985 SP - 130 EP - 140 VL - 142 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_1985_142_a13/ LA - ru ID - ZNSL_1985_142_a13 ER -
M. V. Petrova. Some limit theorems for functionals of random walks in the domain of attraction of the Cauchy law. Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part IX, Tome 142 (1985), pp. 130-140. http://geodesic.mathdoc.fr/item/ZNSL_1985_142_a13/