Weak limits for multivariate random sums

DOI10.1006/JMVA.1998.1768MaRDI QIDQ1275425zbMATH OpenOpenAlexFDO

Authors Tomasz J. Kozubowski, Anna K. Panorska

Publication date 10 March 1999

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

Full work available at URL https://doi.org/10.1006/jmva.1998.1768

zbMATH Keywords

\(\nu\)-stable random vectorslocation and scale mixturesweak limits

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Review text

In an earlier paper [Stat. Probab. Lett. 29, No. 4, 307-315 (1996; Zbl 0905.60017)], the authors introduced the concept of \(\nu\)-stable random variables, generalizing the stable and geometric stable families. Here, they consider their generalization to \(\mathbb{R}^d\), \(d\geq 2\). \(\nu\)-stable random vectors have a representation as location and scale mixtures of stable laws. Tail behaviour and finiteness of moments are investigated.

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Cited in

(5)

• Operator geometric stable laws
• Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications
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