Abstract
We show that α-stable Lévy motions can be simulated by any ergodic and aperiodic probability-preserving transformation. Namely we show that: for 0<α<1 and every α-stable Lévy motion W, there exists a function f whose partial sum process converges in distribution to W; for 1≤α<2 and every symmetric α-stable Lévy motion, there exists a function f whose partial sum process converges in distribution to W; for 1<α<2 and every −1≤β≤1 there exists a function f whose associated time series is in the classical domain of attraction of an Sα(ln(2),β,0) random variable.
| Original language | English |
|---|---|
| Pages (from-to) | 3192-3222 |
| Number of pages | 31 |
| Journal | Ergodic Theory Dynamical Systems |
| Volume | 45 |
| Issue number | 10 |
| Early online date | 26 May 2025 |
| DOIs | |
| Publication status | Published - 1 Oct 2025 |
Bibliographical note
Publisher Copyright:© The Author(s), 2025.
Research Groups and Themes
- Mathematics and Computational Biology
Keywords
- dynamical systems
- limit theorems
- stable processes
- weak convergence