The structure of generalized domains of semistable attraction

If An[mu]kn * [delta](an) => [nu] where [nu] is full and kn+1/kn --> c [greater-or-equal, slanted] 1, we say that [mu] belongs to the generalized domain of semistable attraction (GDOSA) of [nu]. In this paper we describe the structure of GDOSA, and we give concise necessary and sufficient conditions for a probability distribution to belong to some GDOSA.

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Year of publication:	1997
Authors:	Meerschaert, Mark M. ; Scheffler, Hans-Peter
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 33.1997, 4, p. 367-372
Publisher:	Elsevier
Keywords:	Operator semistable laws Generalized domains of semistable attraction Regular variation

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

Persistent link: https://www.econbiz.de/10005222964