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An Invariance Principle for Stochastic Series II. Non Gaussian Limits

Vlad Bally 1, 2 Lucia Caramellino 3
1 MATHRISK - Mathematical Risk Handling
UPEM - Université Paris-Est Marne-la-Vallée, ENPC - École des Ponts ParisTech, Inria de Paris
Abstract : We study the convergence in total variation distance for series of the form
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Submitted on : Friday, December 9, 2016 - 9:12:23 PM
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Vlad Bally, Lucia Caramellino. An Invariance Principle for Stochastic Series II. Non Gaussian Limits. 2016. ⟨hal-01413533⟩

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