Illustration par quelques exemples des lois strictement stables dans un c\^one convexe

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Publication:6239630

arXiv1302.3403MaRDI QIDQ6239630FDOQ6239630


Authors: Shuyan Liu Edit this on Wikidata


Publication date: 14 February 2013

Abstract: The stability of random variables can be generalized in any convex cone. In this case the principal results about the LePage representation and the domains of attraction are analogous but different to those well known for general Banach spaces. Some examples of strictly stable distributions and max-stable distributions are presented in this paper in order to exhibit the relationship between the Poisson process and the stable distributions on convex cones.













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