On two approaches to approximation of multidimensional stable laws

DOI10.1006/jmva.2001.2014zbMath1023.60022MaRDI QIDQ697476

Yu. A. Davydov, Alexander V. Nagaev

Publication date: 17 September 2002

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

Full work available at URL: https://doi.org/10.1006/jmva.2001.2014

zbMATH Keywords

spectral measure; series representation; convergence in variation; multivariate stable; Prokhorov distance

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

65C05: Monte Carlo methods

Related Items

Integral representations of one-dimensional projections for multivariate stable densities

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