Limit laws for symmetric k-tensors of regularly varying measures

DOI10.1006/JMVA.1999.1880MaRDI QIDQ1578060zbMATH OpenOpenAlexFDO

Authors Mark M. Meerschaert, Hans-Peter Scheffler

Publication date 13 June 2001

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1999.1880

zbMATH Keywords

domains of attractionoperator stable lawsregularly varying measuressymmetric tensors

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Review text

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.

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Cites work

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