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arXiv · 1107.2193

On the convergence of Le Page series in Skohorod space

Youri Davydov·Clément Dombry
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Abstract

We consider the problem of the convergence of the so-called Le Page series in the Skohorod space $\bbD^d=\bbD([0,1],\bbR^d)$ and provide a simple criterion based on the moments of the increments of the random process involved in the series. This provides a simple sufficient condition for the existence of an $\alpha$-stable distribution on $\bbD^d$ with given spectral measure.

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Youri Davydov, Clément Dombry. 2011-07-12. On the convergence of Le Page series in Skohorod space. https://arxiv.org/abs/1107.2193

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