Random Sums of Independent Random Vectors Attracted by (Semi)-Stable Hemigroups

DOI10.1515/JAA.2004.83zbMath1109.60014MaRDI QIDQ4659530

Peter Becker-Kern

Publication date: 21 March 2005

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

zbMATH Keywords

random sample sizesAnscombe conditionoperator selfdecomposabilityrandom centering

Mathematics Subject Classification ID

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

Cites Work

• Spectral decomposition for generalized domains of semistable attraction
• Some new limit theorems for vector space- and group-valued random variables
• Semi-selfsimilar processes
• Stable and semistable hemigroups: Domains of attraction and self-decomposability
• Limit theorems with random sample size for generalized domains of semistable attraction
• Stable hemigroups and mixing of generating functionals
• Distributions of selfsimilar and semi-selfsimilar processes with independent increments
• Self-similar processes with independent increments
• Convergence of stochastic processes with random parameters
• Weak convergence of sequences of random elements with random indices
• Remarks on the Limit of a Composite Random Function
• Limiting distributions of random sums of independent random variables
• On Limiting Distributions for Sums of a Random Number of Independent Random Vectors
• A simple proof of a random stable limit theorem
• On the Asymptotic Distribution of the Sequences of Random Variables with Random Indices
• On the central limit theorem for the sum of a random number of independent random variables
• On the central limit theorem for the sum of a random number of independent random variables

This page was built for publication: Random Sums of Independent Random Vectors Attracted by (Semi)-Stable Hemigroups