Operator geometric stable laws are the weak limits of operator normed and centered geometric random sums of independent, identically distributed random vectors. They generalize operator stable laws and geometric stable laws. In this work we characterize operator geometric stable distributions,...

Let {Xi, i[greater-or-equal, slanted]1} be a sequence of i.i.d. random vectors inRd, and let[nu]p, 0p1, be a positive, integer valued random variable, independent ofXis. The[nu]-stable distributions are the weak limits of properly normalized random sums [summation...

Multivariate Laplace distribution is an important stochastic model that accounts for asymmetry and heavier than Gaussian tails, while still ensuring the existence of the second moments. A Lévy process based on this multivariate infinitely divisible distribution is known as Laplace motion, and...

For given observations we consider the resampling distribution obtained by permuting residuals versus thedistribution of errors conditional on their order statistics. We observe thatwith high probabilityboth are approximately equal oncontrast vectorsafter suitable normalization. No...