Convergence of functionals of sums of r.v.s to local times of fractional stable motions

P. Jeganathan

Consider a sequence X_k=\sum_{j=0}^{\infty}c_jξ_{k-j}, k\geq 1, where c_j, j\geq 0, is a sequence of constants and ξ_j, -\infty <j<\infty, is a sequence of independent identically…