A general correlation inequality and the Almost Sure Local Limit Theorem for random sequences in the domain of attraction of a stable law

In the present paper we obtain a new correlation inequality and use it for the purpose of extending the theory of the Almost Sure Local Limit Theorem to the case of lattice random sequences in the domain of attraction of a stable law. In particular, we prove ASLLT in the case of the normal domain of attraction of α-stable law, α∈(1,2).

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Year of publication:	2014
Authors:	Giuliano, Rita ; Szewczak, Zbigniew S.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 124.2014, 4, p. 1612-1626
Publisher:	Elsevier
Subject:	Almost Sure Local Limit Theorem \| Domain of attraction \| Stable law \| Characteristic function \| Correlation inequality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011065045