An Invariance Principle for Stochastic Series II. Non Gaussian Limits

2016/07/13 by Vlad Bally, Lucia Caramellino, Bally, Vlad +1
Decision Sciences · Economics, Econometrics and Finance · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1607.03703

openalex publication_date 2016/07/13 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We study the convergence in total variation distance for series of the form S_N(c,Z)=∑_l=1^N∑_i₁

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