The structure of generalized domains of semistable attraction

Mark M. Meerschaert and Hans-Peter Scheffler

Statistics & Probability Letters, 1997, vol. 33, issue 4, 367-372

Abstract: 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.

Keywords: Operator; semistable; laws; Generalized; domains; of; semistable; attraction; Regular; variation (search for similar items in EconPapers)
Date: 1997
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