Moments of random vectors which belong to some domain of normal attraction (Q918560): Difference between revisions
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Revision as of 10:32, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Moments of random vectors which belong to some domain of normal attraction |
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Moments of random vectors which belong to some domain of normal attraction (English)
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1990
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Under the assumption that the distribution of a k-dimensional random vector X belongs to the domain of normal attraction of some operator stable law \(\nu\), it is shown that the sets of \(\alpha\) for which E \(| <X,\theta >|^{\alpha}\) exists depend on both \(\theta\) and \(\nu\), and a complete description of these sets is given.
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existence of absolute moments
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regular variation
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domain of normal attraction
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operator stable law
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