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)

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Cites work

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• Joint limit laws of sample moments of a symmetric distribution
• Moment estimator for random vectors with heavy tails
• Multilinear algebra. 2nd ed
• Multivariable Regular Variation of Functions and Measures
• Norming operators for generalized domains of attraction
• On the Limit Distributions of Random Symmetric Functions
• Operator-Stable Probability Distributions on Vector Groups
• Positive definite kernels, continuous tensor products, and central limit theorems of probability theory
• Regular variation and generalized domains of attraction in \(\mathbb{R}^ k\)
• Regular Variation in R k
• Sample covariance matrix for random vectors with heavy tails
• Tensor Analysis of ANOVA Decomposition

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