MARKOV APPROXIMATION OF STABLE PROCESSES BY RANDOM WALKS

ALEXEY M. KULIK

Theory of Stochastic Processes Vol. 12 (28), no. 1–2, 2006, pp. 87–93

The notion of the Markov approximation is introduced. This notion is illustrated in the frameworks of the multidimensional functional CLT with a normal domain of attraction and the functional CLT with a stable domain of attraction.

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