Limit theorems for linear random fields with innovations in the domain of attraction of a stable law

preprint2022arXivOpen access

Abstract

In this paper we study the convergence in distribution and the local limit theorem for the partial sums of linear random fields with i.i.d. innovations that have infinite second moment and belong to the domain of attraction of a stable law with index 0<α≤20<α\leq2 under the condition that the innovations are centered if 1<α≤21<α\leq2 and are symmetric if α=1α=1. We establish these two types of limit theorems as long as the linear random fields are well-defined, the coefficients are either absolutely summable or not absolutely summable.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.