| Abstract: | Geometric stable laws have become an object of attention in recent publications dealing with heavy tailed modeling. Many applications require understanding geometric stable laws on infinite dimensional spaces. This paper studies geometric stable laws on Banach spaces, and their place in the more general family of geometric infinitely divisible laws. Furthermore, we discuss rates of convergence in the domains of attraction of geometric stable laws in Banach spaces.Research was supported by NSF Grant DMS-9103452 and a NATO Scientific Affairs Division Grant CRG 900798. University of California, at Santa Barbara, Santa Barbara, California 93102.Research was supported by ONR Grant N00014-90-J-1287 and United States Israel Binational Science Foundation. School of Operations Research, and Industrial Engineering, Cornell University, Ithaca, New York 14853. |
