Domains of attraction of nonnormal operator-stable laws

A sequence of independent, identically distributed random vectors X1, X2, X3,... is said to belong to the domain of attraction of a random vector Y is there exist linear operators An and constant vectors bn such that An(X1,..., Xn)+bn converges in distribution to Y. We present a simple, necessary, and sufficient condition for the existence of such An, Bn in the case where Y has no normal component.

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Year of publication:	1986
Authors:	Meerschaert, Mark M.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 19.1986, 2, p. 342-347
Publisher:	Elsevier
Keywords:	domains of attraction regular variation stable laws infinitely divisible laws

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221363