More on \(p\)-stable convex sets in Banach spaces
The authors first translate into LePage type series representation, and Poisson integral representation, the representation of \(p\)-stable random compact convex sets of a Banach space of the reviewer and \textit{M. G. Hahn} [Ann. Probab. 13, 447--468 (1985; Zbl 0575.60014)]. Then, they obtain an invariance principle for sums of random sets in the domain of attraction of a \(p\)-stable random set, and specialize the result to the case of random segments, for which they also study singularity questions. Perhaps more interestingly, they propose new estimators of the exponent \(p\) and the spectral measure \(\nu\) of a stable random variable in \(\mathbb R^d\).
scientific article; zbMATH DE number 1428469