Stable and semistable hemigroups: Domains of attraction and self-decomposability (Q1411346): Difference between revisions
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Latest revision as of 19:20, 15 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stable and semistable hemigroups: Domains of attraction and self-decomposability |
scientific article |
Statements
Stable and semistable hemigroups: Domains of attraction and self-decomposability (English)
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27 October 2003
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The author obtains descriptions of stable and semi-stable convolution hemigroups as limits in certain functional limit theorems for operator-normed sequences of independent random vectors (not necessarily identically distributed). This functional limit law is closely related to a limit law of infinitesimal triangular arrays of random vectors, which establishes a relation between (semi-)stable hemigroups and operator-(semi-) self-decomposable measures. Generalized domains of attraction are defined and investigated for the above classes of hemigroups.
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stable hemigroup
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semi-stable hemigroup
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generalized domain of attraction
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operator-self-decomposability
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