A bivariate stable characterization and domains of attraction |
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Authors: | Sidney Resnick Priscilla Greenwood |
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Institution: | Colorado State University, Fort Collins, Colorado, USA;University of British Columbia, Vancouver, Canada |
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Abstract: | Bivariate stable distributions are defined as those having a domain of attraction, where vectors are used for normalization. These distributions are identified and their domains of attraction are given in a number of equivalent forms. In one case, marginal convergence implies joint convergence. A bivariate optional stopping property is given. Applications to bivariate random walk are suggested. |
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Keywords: | 60E05 60F05 Stable distributions domain of attraction bivariate distributions |
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