Limit laws for symmetric \(k\)-tensors of regularly varying measures (Q1578060)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 1496413
Language Label Description Also known as
default for all languages
No label defined
    English
    Limit laws for symmetric \(k\)-tensors of regularly varying measures
    scientific article; zbMATH DE number 1496413

      Statements

      Limit laws for symmetric \(k\)-tensors of regularly varying measures (English)
      0 references
      0 references
      0 references
      13 June 2001
      0 references
      Assume that \(X_{1},X_{2},\ldots\) are i.i.d.\ random vectors whose common distribution \(\mu\) is regularly varying. The authors prove that symmetric \(k\)-tensors of the form \(M_{n}=\sum_{i=1}^{n}\otimes^{k}X_{i}\) are asymptotically operator stable, for all \(k\) sufficiently large. Their main technical tools are regular variation and the standard convergence criteria for triangular arrays. They also investigate the structure of the limit distributions and give two applications.
      0 references
      0 references
      regularly varying measures
      0 references
      domains of attraction
      0 references
      operator stable laws
      0 references
      symmetric tensors
      0 references

      Identifiers