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Moments of measures attracted to operator semi-stable laws

โœ Scribed by Hans-Peter Scheffler

Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
287 KB
Volume
24
Category
Article
ISSN
0167-7152

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๐Ÿ“œ SIMILAR VOLUMES

Domains of Semi-Stable Attraction of Non
Domains of Semi-Stable Attraction of Nonnormal Semi-Stable Laws
โœ H.P. Scheffler ๐Ÿ“‚ Article ๐Ÿ“… 1994 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 387 KB

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 \(\left(k_{n}\right)_{n}\)

On estimation of the spectral measure of
On estimation of the spectral measure of certain nonnormal operator stable laws
โœ Hans-Peter Scheffler ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 93 KB

For data belonging to the domain of normal attraction of nonnormal operator stable laws we present a strongly consistent estimate of the spectral measure. The cases of a known or unknown exponent are considered.

Strong Approximations for Partial Sums o
Strong Approximations for Partial Sums of Random Variables Attracted to a Stable Law
โœ Gerd Christoph ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 337 KB ๐Ÿ‘ 1 views

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-