An Asymptotic Expansion of the Distribution of a Homogeneous Functional of a Strictly Stable Vector

DOI10.1137/TPRBAU000041000001000091000001zbMath0888.60018OpenAlexW2053990198MaRDI QIDQ4350386

Nataliya V. Smorodina

Publication date: 30 September 1997

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: http://epubs.siam.org/sam-bin/dbq/article/97505

zbMATH Keywords

expansionstable measures on Banach spaceshomogeneous functional

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Related Items (3)

A distributional approach to multiple stochastic integrals and transformations of the Poisson measure ⋮ A distributional approach to multiple stochastic integrals and transformations of the Poisson measure. II ⋮ Densities of distributions of homogeneous functions of Gaussian random vectors

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