Moments of distributions attracted to operator-stable laws
โ Scribed by William N Hudson; Jerry Alan Veeh; Daniel Charles Weiner
- Publisher
- Elsevier Science
- Year
- 1988
- Tongue
- English
- Weight
- 493 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
A sequence of independent, identically distributed random vectors \(X_{1}, X_{2}, \ldots\) is said to belong to the \(Q\)-normed domain of semi-stable attraction of a random vector \(Y\) if there exist diagonal matrices \(A_{n}\), constant vectors \(b_{n}\) and a sequence \(\left(k_{n}\right)_{n}\)
Let Xi, i = 1, 2, . . ., be i.i.d. symmetric random variables in the domain of attraction of o symmetric stable distribution (J, with 0 < a < 2. Let Yj, i = 1, 2, ..., be ii.d. symmetric stable random variables with the common distribution a,. It is known that under certain condi-