Domains of attraction of nonnormal operator-stable laws

Mark M. Meerschaert

Journal of Multivariate Analysis, 1986, vol. 19, issue 2, 342-347

Abstract: 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.

Keywords: domains; of; attraction; regular; variation; stable; laws; infinitely; divisible; laws (search for similar items in EconPapers)
Date: 1986
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