Journal of the Korean Statistical Society
- Volume 12 Issue 2
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- Pages.100-109
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- 1983
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- 1226-3192(pISSN)
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- 2005-2863(eISSN)
Central Limit Theorem for Levy Processes
Abstract
Let ${X_i}$ be a process with stationary and independent increments whose log characteristic function is expressed as $ibut-2^{-1}\sigma^2u^2t+t\int_{{0 }^c}{(exp(iux)-1-iux(i+x^2)^{-1})dv(x)}$. Our main result is taht $x^2(\int_{\y\>x}{dv(y)})/(\int_{
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