✦ LIBER ✦

Limit Laws for Symmetric k-Tensors of Regularly Varying Measures

✍ Scribed by Mark M Meerschaert; Hans-Peter Scheffler

Publisher: Elsevier Science
Year: 2000
Tongue: English
Weight: 249 KB
Volume: 73
Category: Article
ISSN: 0047-259X
DOI: 10.1006/jmva.1999.1880

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✦ Synopsis

We consider the asymptotics of certain symmetric k-tensors, the vector analogue of sample moments for i.i.d. random variables. The limiting distribution is operator stable as an element of the vector space of real symmetric k-tensors.