Regular variation and generalized domains of attraction in \(\mathbb{R}^ k\) (Q1314714)
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scientific article; zbMATH DE number 503675
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| English | Regular variation and generalized domains of attraction in \(\mathbb{R}^ k\) |
scientific article; zbMATH DE number 503675 |
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Regular variation and generalized domains of attraction in \(\mathbb{R}^ k\) (English)
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20 September 1994
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Domains of attraction of univariate probability distributions can be described elegantly by using the theory of regularly varying functions. The present paper contains versions of these results for multivariate distributions, based on a suitable concept of regular variation for functions of several variables.
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operator stable laws
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domains of attraction
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regularly varying functions
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0.9132774472236632
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0.8564748167991638
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0.8524203896522522
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0.8329888582229614
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0.8202852010726929
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