一类超α-对称稳定过程的中心极限定理

CENTRAL LIMIT THEOREM FOR A CLASS OF SUPER α-SYMMETRIC STABLE PROCESSES

讨论具有非退化初值的超α对称稳定过程的中心极限定理,在高维d>α情况下得到了其中心化过程依分布收敛于S′(Rd)值的中心型高斯随机变量.

A central limit theorem for a class of super α-symmetric stable processes with non-degenerate initial value is proved. The distribution of the renormalized process converges as t→＋∞ to that of a centered Gaussian variable in φ＇（R^d） in the case d〉α.