Domain of attraction of a stable law for the group of motions of Euclidean space (Q5903133)

Let \(\xi\) be an orthogonal matrix (with \(\det \xi=1)\) of the order \(d\) and \(\eta\) a column vector in \(\mathbb R^ d\). The pair \((\xi,\eta)\) is called a motion of the Euclidean space \(\mathbb R^ d\). The main result of the paper is the following theorem: Assume that a) \(\{(\xi_ i,\eta_ i)\}\) is a sequence of independent and identically distributed random motions of the Euclidean space \(\mathbb R^ d\); b) the sequence \(\{\rho_ n\}\), \(\rho_ n=\xi_ 1\xi_ 2...\xi_ n\), converges weakly to Haar measure on the group \(\text{SO}(d)\); c) \(\alpha\in (0,1)\cup (1,2)\). The following statements are equivalent. 1) There exist a column vector \(a_ n\) and an orthogonal matrix \(B_ n\) such that the distribution of \[ B_ n\Psi_ nn^{-1/\alpha}-a_ n, \] \[ \Psi_ n=\eta_ 1+\xi_ 1\eta_ 1+\xi_ 1\xi_ 2\eta_ 3+...+\xi_ 1...\xi_{n-1}\eta_ n, \] as \(n\to \infty\), converges weakly to a degenerate distribution. 2) The distribution of \(\Psi_ nn^{-1/\alpha}\), as \(n\to \infty\), converges weakly to the stable distribution with characteristic function \(\exp (-c| t|^{\alpha})\) where \(c\) is a positive number. 3) \(P(| \eta_ 1| >x)=(c_ 1+o(1))x^{-\alpha}\), as \(x\to \infty\), with some \(c_ 1>0\).