Expansion of the strictly stable law tail in Hilbert space (Q1316751)

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Expansion of the strictly stable law tail in Hilbert space
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    Expansion of the strictly stable law tail in Hilbert space (English)
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    10 April 1994
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    The author shows that for any strictly stable Hilbert space valued random variable \(X\) of index \(\alpha<1\) the following expansion holds \[ P(\| X\|>r)= \sum^ \infty_{k=1} c_ k/ r^{\alpha k}, \qquad r>0. \] In addition, the coefficients \(c_ k\) are explicitly expressed in terms of the characteristic functional of \(X\).
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    strictly stable Hilbert space valued random variable
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    characteristic functional
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