Operator stable laws: Series representations and domains of normal attraction

DOI10.1007/BF01048266zbMath0668.60019MaRDI QIDQ1118245

William N. Hudson, Marjorie G. Hahn, Jerry Alan Veeh

Publication date: 1989

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

order statisticsoperator-stableseries representation for an operator-stable measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (7)

Operator-self-similar stable processes ⋮ Rates of convergence in the operator-stable limit theorem ⋮ Convergence in law to operator fractional Brownian motion of Riemann-Liouville type ⋮ A new proof for the Lévy construction of second kind for stable laws ⋮ Trimmed sums of i.i.d. Banach space valued random variables ⋮ On the Existence and Convergence of Pseudomoments for Variables in the Domain of Normal Attraction of an Operator Stable Distribution ⋮ Series representation for operator semistable laws and domains of normal attraction

Cites Work

• The symmetry group and exponents of operator stable probability measures
• Convergence to a stable distribution via order statistics
• The domain of normal attraction of an operator-stable law
• Affine normability of partial sums of I.I.D. random vectors: A characterization
• Operator-Stable Probability Distributions on Vector Groups
• The Influence of the Maximum Term in the Addition of Independent Random Variables
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