Process convergence of self normalized sums of i.i.d. random variables coming from domain of attraction of stable distributions

G K Basak, Arunangshu Biswas

In this paper we show that the continuous version of the self normalised process $Y_{n,p}(t)=S_n(t)/V_{n,p}+(nt-[nt])X_{[nt]+1}/V_{n,p}$ where $S_n(t)={\sum }_{i=1}^{[nt]}{X}_i$ and $…