Spectral decomposition for generalized domains of attraction

DOI10.1214/AOP/1176990456MaRDI QIDQ808513zbMATH OpenOpenAlexFDO

Authors Mark M. Meerschaert

Publication date 1991

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176990456

zbMATH Keywords

spectral decompositionconvergence criteriageneralized domain of attractionoperator-stable lawRegular variation techniques

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Special properties of functions of several variables, Hölder conditions, etc. (26B35)

Recommendations

• Spectral decomposition for generalized domains of semistable attraction
• Domains of attraction of nonnormal operator-stable laws
• Generalized Domains of Semistable Attraction of Nonnormal Laws
• Norming operators for generalized domains of attraction
• Series representation for operator semistable laws and domains of normal attraction

Cited in

(15)

• The moduli of continuity for operator fractional Brownian motion
• Multivariable Regular Variation of Functions and Measures
• The structure of the exponents and symmetries of an operator stable measure
• Domains of attraction of nonnormal operator-stable laws
• Invariance principles for generalized domains of semistable attraction
• Decomposition of non-decreasing slowly varying functions and the domain of attraction of Gaussian distributions
• Affine normability of partial sums of I.I.D. random vectors: A characterization
• Norming operators for generalized domains of attraction
• scientific article; zbMATH DE number 1404399 (Why is no real title available?)
• Spectral decomposition for operator self-similar processes and their generalized domains of attraction
• scientific article; zbMATH DE number 721931 (Why is no real title available?)
• Large deviations for sums of random vectors attracted to operator semi-stable laws
• Moment estimator for random vectors with heavy tails
• Pseudomoments for Generalized Domains of Attraction
• Regular variation and generalized domains of attraction in \(\mathbb{R}^ k\)

This page was built for publication: Spectral decomposition for generalized domains of attraction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q808513)