Weak limits for multivariate random sums
In an earlier paper [Stat. Probab. Lett. 29, No. 4, 307-315 (1996; Zbl 0905.60017)], the authors introduced the concept of \(\nu\)-stable random variables, generalizing the stable and geometric stable families. Here, they consider their generalization to \(\mathbb{R}^d\), \(d\geq 2\). \(\nu\)-stable random vectors have a representation as location and scale mixtures of stable laws. Tail behaviour and finiteness of moments are investigated.
scientific article; zbMATH DE number 1241232
scientific article