Weak limits for multivariate random sums (Q1275425)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Weak limits for multivariate random sums |
scientific article |
Statements
Weak limits for multivariate random sums (English)
0 references
10 March 1999
0 references
In an earlier paper [Stat. Probab. Lett. 29, No. 4, 307-315 (1996; Zbl 0905.60017)], the authors introduced the concept of \(\nu\)-stable random variables, generalizing the stable and geometric stable families. Here, they consider their generalization to \(\mathbb{R}^d\), \(d\geq 2\). \(\nu\)-stable random vectors have a representation as location and scale mixtures of stable laws. Tail behaviour and finiteness of moments are investigated.
0 references
weak limits
0 references
\(\nu\)-stable random vectors
0 references
location and scale mixtures
0 references