Weak limits for multivariate random sums

DOI10.1006/jmva.1998.1768zbMath0928.60013OpenAlexW2027431608MaRDI QIDQ1275425

Tomasz J. Kozubowski, Anna K. Panorska

Publication date: 10 March 1999

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1998.1768

zbMATH Keywords

weak limits\(\nu\)-stable random vectorslocation and scale mixtures

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Related Items

Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications, Operator geometric stable laws, Limit theorems for continuous-time random walks with infinite mean waiting times

Cites Work

• On moments and tail behavior of \(\nu\)-stable random variables
• A multivariate Linnik distribution
• The theory of geometric stable distributions and its use in modeling financial data
• Analytic and asymptotic properties of generalized Linnik probability densities
• Multivariate geometric stable distributions in financial applications.
• Composition semigroups and random stability
• A Problem of Zolotarev and Analogs of Infinitely Divisible and Stable Distributions in a Scheme for Summing a Random Number of Random Variables
• Modeling asset returns with alternative stable distributions^*
• On Classes of Limit Distributions for Sums of a Random Number of Identically Distributed Independent Random Variables
• Linnik distributions and processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item