Weak limits for multivariate random sums
From MaRDI portal
Publication:1275425
DOI10.1006/jmva.1998.1768zbMath0928.60013MaRDI QIDQ1275425
Tomasz J. Kozubowski, Anna K. Panorska
Publication date: 10 March 1999
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1998.1768
60E07: Infinitely divisible distributions; stable distributions
60F05: Central limit and other weak theorems
Related Items
Limit theorems for continuous-time random walks with infinite mean waiting times, Operator geometric stable laws, Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On moments and tail behavior of \(\nu\)-stable random variables
- A multivariate Linnik distribution
- The theory of geometric stable distributions and its use in modeling financial data
- Analytic and asymptotic properties of generalized Linnik probability densities
- Multivariate geometric stable distributions in financial applications.
- Composition semigroups and random stability
- A Problem of Zolotarev and Analogs of Infinitely Divisible and Stable Distributions in a Scheme for Summing a Random Number of Random Variables
- Modeling asset returns with alternative stable distributions*
- On Classes of Limit Distributions for Sums of a Random Number of Identically Distributed Independent Random Variables
- Linnik distributions and processes