Stable elliptically contoured measures in Hilbert space: Asymptotic properties of conditional distributions
type: Item
instance of: scholarly article
zbMATH Open document ID: 0986.60035
author: S. Ya. Shatskikh
publication date: 2002-01-22T00:00:00Z
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 1689846
zbMATH Keywords: Gaussian distributions
zbMATH Keywords: conditional distributions
zbMATH Keywords: law of large numbers
MaRDI profile type: Publication
title: Stable elliptically contoured measures in Hilbert space: Asymptotic properties of conditional distributions
published in: Izvestiya. Rossiĭskaya Akademiya Estestvennykh Nauk. Matematika, Matematicheskoe Modelirovanie, Informatika i Upravlenie
review text: The paper is devoted to the study of conditional distributions generated by the finite-dimensional projections of the \(\sigma\)-additive stable elliptically contoured measure, determined on the real Hilbert space. In the case when the projection dimension tends to infinity the almost sure convergence of conditional distributions to the Gaussian ones is proved. For some scheme of series of families of conditional distributions the strong law of large numbers is stated.
description: scientific article; zbMATH DE number 1689846