Matrix normalized sums of independent identically distributed random vectors

DOI10.1214/AOP/1176992624MaRDI QIDQ1081958zbMATH OpenOpenAlexFDO

Authors Philip S. Griffin

Publication date 1986

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176992624

zbMATH Keywords

local limit theoremgeneralized domain of attractionoperator stable lawfull limit random vector

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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(15)

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• On the joint distribution of ladder variables of random walk
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• Matrix normalised stochastic compactness for a Lévy process at zero
• Random walks on nilpotent groups driven by measures supported on powers of generators
• A bivariate local limit theorem
• On a multivariate strong renewal theorem
• The asymptotic distribution of magnitude-Winsorized sums via self- normalization
• Affine normability of partial sums of I.I.D. random vectors: A characterization
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• Local asymptotics for the time of first return to the origin of transient random walk

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