scientific article; zbMATH DE number 1404399

MaRDI QIDQ4937981zbMATH OpenFDO

Authors Mark M. Meerschaert, Hans-Peter Scheffler

Publication date 21 February 2000

zbMATH Keywords

domains of normal attractionmarginalsoperator stable lawssemistable lawsstable laws

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Recommendations

• Affine normability of partial sums of I.I.D. random vectors: A characterization
• Generalized Domains of Semistable Attraction of Nonnormal Laws
• Spectral decomposition for generalized domains of attraction
• Operator geometric stable laws
• Invariance principles for generalized domains of semistable attraction
• Operator-self-similar stable processes
• Moments of random vectors which belong to some domain of normal attraction
• Domains of attraction of nonnormal operator-stable laws

Cited in

(6)

• Domains of attraction of nonnormal operator-stable laws
• Operator stable laws: Series representations and domains of normal attraction
• Operator geometric stable laws
• Strong renewal theorems and local large deviations for multivariate random walks and renewals
• Modeling and simulation with operator scaling
• Semistable distributions as marginals of operator stable laws

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