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On the convergence of Le Page series in Skohorod space
stable distribution Le Page series Skohorod space Probability
2011/9/2
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 increm...