Expansion of the strictly stable law tail in Hilbert space

MaRDI QIDQ1316751zbMATH OpenFDO

Authors V. Pereyra

Publication date 10 April 1994

Published in Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

zbMATH Keywords

characteristic functionalstrictly stable Hilbert space valued random variable

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Probability theory on linear topological spaces (60B11) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Review text

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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Cited in

(1)

• Asymptotic expansion of the distribution of a homogeneous functional of a strictly stable random vector. II

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