Limit laws for symmetric \(k\)-tensors of regularly varying measures (Q1578060)
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scientific article; zbMATH DE number 1496413
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit laws for symmetric \(k\)-tensors of regularly varying measures |
scientific article; zbMATH DE number 1496413 |
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Limit laws for symmetric \(k\)-tensors of regularly varying measures (English)
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13 June 2001
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Assume that \(X_{1},X_{2},\ldots\) are i.i.d.\ random vectors whose common distribution \(\mu\) is regularly varying. The authors prove that symmetric \(k\)-tensors of the form \(M_{n}=\sum_{i=1}^{n}\otimes^{k}X_{i}\) are asymptotically operator stable, for all \(k\) sufficiently large. Their main technical tools are regular variation and the standard convergence criteria for triangular arrays. They also investigate the structure of the limit distributions and give two applications.
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regularly varying measures
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domains of attraction
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operator stable laws
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symmetric tensors
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