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Lévy–LePage Series Representation of Stable Vectors: Convergence in Variation

V. Bentkus (), A. Juozulynas () and V. Paulauskas ()
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V. Bentkus: Institute of Mathematics and Informatics
A. Juozulynas: University of Vilnius

Journal of Theoretical Probability, 2001, vol. 14, issue 4, 949-978

Abstract: Abstract Multidimensional stable laws G α admit a well-known Lévy–LePage series representation $$G_\alpha = \mathcal{L}\sum\limits_{j = 1}^\infty {\Gamma _j^{ - 1/\alpha } X_j } ,{\text{ 0

Keywords: stable laws; Poissonian representation; Lévy–LePage series; convergence in variation; convergence rates (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1017520702943

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