Weak Limits for Multivariate Random Sums

Tomasz J. Kozubowski and Anna K. Panorska

Journal of Multivariate Analysis, 1998, vol. 67, issue 2, 398-413

Abstract: Let {Xi, i[greater-or-equal, slanted]1} be a sequence of i.i.d. random vectors inRd, and let[nu]p, 0

Keywords: random sum; stable law; heavy-tailed distribution; geometric stable distribution; Linnik distribution; tail probability; mixture (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (2)

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