Domains of attraction of nonnormal operator-stable laws (Q1080264)

Let \(X,X_ 1,X_ 2,...,X_ n,..\). be i.i.d. random vectors (r.v.) in \(R_ k\). We say that X is in the domain of operator-stable r.v. Y if there exist linear operators \(A_ n\) and \(b_ n\in R_ k\) such that \[ {\mathfrak L}(A_ n(X_ 1+...+X_ n)+b_ n) \] weakly converges to \({\mathfrak L}(Y)\). The result of this note asserts that X is in the domain of attraction of full non-normal operator stable r.v. Y with Levy measure \(\Phi\) if and only if there exists a sequence of linear operators \(A_ n\) such that \(\| A_ n\| \to 0\) and n\({\mathfrak L}(X)(A_ n^{- 1}dx)\to \Phi (dx)\).