Weak limits for multivariate random sums (Q1275425)

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Weak limits for multivariate random sums
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    Weak limits for multivariate random sums (English)
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    10 March 1999
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    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.
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    weak limits
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    \(\nu\)-stable random vectors
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    location and scale mixtures
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