Weighted sums of random variables attracted to stable laws
โ Scribed by Gerd Christoph
- Publisher
- Springer
- Year
- 1986
- Tongue
- English
- Weight
- 253 KB
- Volume
- 71
- Category
- Article
- ISSN
- 1432-2064
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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-
Strong laws of large numbers are established for the weighted sums of i.i.d. random variables which have higher-order moment condition. One of the results of Bai and Cheng (2000, Statist. Probab. Lett. 46, 105 -112) is extended.
A definition of complex stable random variables is presented which includes earlier definitions as special cases. The class of complex stable random variables is characterized and is shown to be a subclass of the operator stable random variables. The exact conditions under which a sum of independent