Timeline for Large-n limit of the distribution of the normalized sum of Cauchy random variables
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
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| Jun 16, 2019 at 22:47 | history | became hot network question | |||
| Jun 16, 2019 at 22:29 | vote | accept | Honza | ||
| Jun 16, 2019 at 20:17 | comment | added | Mateusz Kwaśnicki | A somewhat random remark: the limiting distribution is also the distribution of $X_1 / \langle X\rangle_1$ if $X_t$ is the Cauchy process and $\langle X\rangle_t$ is the quadratic variation process, a $\tfrac{1}{2}$-stable subordinator. I bet someone has studied the joint law of $X_t$ and $\langle X\rangle_t$, but unfortunately I do not have time now to search for the reference. | |
| Jun 16, 2019 at 15:43 | history | edited | Carlo Beenakker | CC BY-SA 4.0 |
inline image, more informative title
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| Jun 16, 2019 at 15:37 | answer | added | Carlo Beenakker | timeline score: 16 | |
| Jun 16, 2019 at 15:13 | history | edited | Honza | CC BY-SA 4.0 |
deleted 17 characters in body
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| Jun 16, 2019 at 14:40 | review | First posts | |||
| Jun 16, 2019 at 15:18 | |||||
| Jun 16, 2019 at 14:37 | history | asked | Honza | CC BY-SA 4.0 |