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Contents of PMS, Vol. 2, Fasc. 2,
pages 125 - 147
 

SOME RESULTS ON THE DOMAIN OF ATTRACTION OF STABLE MEASURES ON C(K)

Evarist Giné
Michael B. Marcus

Abstract: Stable random variables’with values in C(K) which can be represented by stochastic integrals with respect to independently scattered random stable measures are studied. A related class of stochastic integrals which are not stable but which also take values in C(K) and which are in the domain of normal attraction of the stable random variables is introduced. Particular attention is paid to the Fourier transform of random measures on RN . These results extend recent work of Araujo and Marcus, and Giné.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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