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More on P-Stable Convex Sets in Banach Spaces
Authors:Yu Davydov  V Paulauskas  A Račkauskas
Institution:Yu. Davydov, V. Paulauskas and A. Raccaronkauskas
Abstract:We study the asymptotic behavior and limit distributions for sums S n =bn -1 sumi=1 n xgri,where xgr i, i ge 1, are i.i.d. random convex compact (cc) sets in a given separable Banach space B and summation is defined in a sense of Minkowski. The following results are obtained: (i) Series (LePage type) and Poisson integral representations of random stable cc sets in B are established; (ii) The invariance principle for processes S n(t) =bn -1 sumi=1 nt] xgri, tisin0, 1], and the existence of p-stable cc Levy motion are proved; (iii) In the case, where xgr i are segments, the limit of S n is proved to be countable zonotope. Furthermore, if B = R d , the singularity of distributions of two countable zonotopes Yp 1, sgr1,Yp 2, sgr2, corresponding to values of exponents p 1, p 2 and spectral measures sgr 1, sgr 2, is proved if either p 1 ne p 2 or sgr 1 ne sgr 2; (iv) Some new simple estimates of parameters of stable laws in R d , based on these results are suggested.
Keywords:stable convex sets  LePage type representation  random zonotopes  invariance principle  Levy motion  stable laws  estimate of parameters
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