Invariance principles for generalized domains of semistable attraction

DOI10.1016/J.SPA.2013.07.004MaRDI QIDQ2434469zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 6 February 2014

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2013.07.004

zbMATH Keywords

domain of attractioninvariance principleoperator semistable lawaffine normalized partial sumoperator Lévy motion

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Other physical applications of random processes (60K40)

Recommendations

• Generalized Domains of Semistable Attraction of Nonnormal Laws
• Some invariance principles for random vectors in the generalized domain of attraction of the multivariate normal law
• Spectral decomposition for generalized domains of semistable attraction
• Series representation for operator semistable laws and domains of normal attraction
• Norming operators for generalized domains of attraction

Cites work

• scientific article; zbMATH DE number 3278887 (Why is no real title available?)
• scientific article; zbMATH DE number 3366273 (Why is no real title available?)
• A law of the iterated logarithm for heavy-tailed random vectors
• A law of the iterated logarithm for randomly stopped sums of heavy tailed random vectors
• A weak invariance principle with applications to domains of attraction
• An invariance principle for the law of the iterated logarithm
• Approximation of partial sums of i.i.d.r.v.s when the summands have only two moments
• Convergence of moments and related functional in the general central limit theorem in banach spaces
• Domains of operator semi-attraction of operator semi-stable probability measures
• Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
• Limit distributions for sums of independent random vectors. Heavy tails in theory and practice
• Limit theorems for continuous-time random walks with infinite mean waiting times
• Moments of distributions attracted to operator-stable laws
• Moments of measures attracted to operator semi-stable laws
• Multivariable Regular Variation of Functions and Measures
• Multivariate R-O varying measures. I: Uniform bounds
• Multivariate R-O varying measures. II: Individual bounds
• Norming operators for generalized domains of semistable attraction
• Operator-Semistable Distributions on ${\bf R}^d$
• Regular Variation in R k
• Regularly varying functions
• Semi-stable probability measures on $R^{N}$
• Spectral decomposition for generalized domains of attraction
• Strong approximation for set-indexed partial sum processes via KMT constructions. I
• Strong approximation for set-indexed partial-sum processes, via KMT constructions. II
• Weak and L^p-invariance principles for sums of B-valued random variables

Cited in

(4)

• The moduli of continuity for operator fractional Brownian motion
• scientific article; zbMATH DE number 1404399 (Why is no real title available?)
• Laws of the iterated logarithm of chover-type for operator stable Lévy processes
• Large deviations for sums of random vectors attracted to operator semi-stable laws

This page was built for publication: Invariance principles for generalized domains of semistable attraction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2434469)