Limit laws for symmetric \(k\)-tensors of regularly varying measures (Q1578060)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Limit laws for symmetric \(k\)-tensors of regularly varying measures |
scientific article |
Statements
Limit laws for symmetric \(k\)-tensors of regularly varying measures (English)
0 references
13 June 2001
0 references
Assume that \(X_{1},X_{2},\ldots\) are i.i.d.\ random vectors whose common distribution \(\mu\) is regularly varying. The authors prove that symmetric \(k\)-tensors of the form \(M_{n}=\sum_{i=1}^{n}\otimes^{k}X_{i}\) are asymptotically operator stable, for all \(k\) sufficiently large. Their main technical tools are regular variation and the standard convergence criteria for triangular arrays. They also investigate the structure of the limit distributions and give two applications.
0 references
regularly varying measures
0 references
domains of attraction
0 references
operator stable laws
0 references
symmetric tensors
0 references
0 references