Regular variation and generalized domains of attraction in \(\mathbb{R}^ k\)

DOI10.1016/0167-7152(93)90222-5zbMath0796.60023OpenAlexW2150456111MaRDI QIDQ1314714

Mark M. Meerschaert

Publication date: 20 September 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90222-5

zbMATH Keywords

regularly varying functionsdomains of attractionoperator stable laws

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Special properties of functions of several variables, Hölder conditions, etc. (26B35)

Related Items (5)

Periodic moving averages of random variables with regularly varying tails ⋮ Random deletion does not affect asymptotic normality or quadratic negligibility ⋮ The structure of generalized domains of semistable attraction ⋮ Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises ⋮ Limit laws for symmetric \(k\)-tensors of regularly varying measures

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• Operator-Stable Probability Distributions on Vector Groups
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