Weak limits for multivariate random sums
type: Item
instance of: scholarly article
title: Weak limits for multivariate random sums
zbMATH Open document ID: 0928.60013
author: Tomasz J. Kozubowski
author: Anna K. Panorska
published in: Journal of Multivariate Analysis
publication date: 1999-03-10T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60E07
zbMATH DE Number: 1241232
zbMATH Keywords: weak limits
zbMATH Keywords: \(\nu\)-stable random vectors
zbMATH Keywords: location and scale mixtures
reviewed by: A. D. Barbour
MaRDI profile type: Publication
full work available at URL: jmva.1998.1768
OpenAlex ID: W2027431608
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DOI: 10.1006/JMVA.1998.1768
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description: scientific article; zbMATH DE number 1241232