A bivariate local limit theorem

R. A. Doney

Journal of Multivariate Analysis, 1991, vol. 36, issue 1, 95-102

Abstract: Multivariate local limit theorems are established for sums of random variables which are in the domain of attraction of a bivariate stable law, when the concept of stability allows different scaling constants in the different components. The results cover the lattice, non-lattice, and jointly lattice and non-lattice cases.

Keywords: bivariate; stable; distributions; local; limit; theorem; bivariate; characteristic; function (search for similar items in EconPapers)
Date: 1991
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