Expansion of the strictly stable law tail in Hilbert space (Q1316751)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Expansion of the strictly stable law tail in Hilbert space |
scientific article; zbMATH DE number 525576
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expansion of the strictly stable law tail in Hilbert space |
scientific article; zbMATH DE number 525576 |
Statements
Expansion of the strictly stable law tail in Hilbert space (English)
0 references
10 April 1994
0 references
The author shows that for any strictly stable Hilbert space valued random variable \(X\) of index \(\alpha<1\) the following expansion holds \[ P(\| X\|>r)= \sum^ \infty_{k=1} c_ k/ r^{\alpha k}, \qquad r>0. \] In addition, the coefficients \(c_ k\) are explicitly expressed in terms of the characteristic functional of \(X\).
0 references
strictly stable Hilbert space valued random variable
0 references
characteristic functional
0 references
