首页 | 本学科首页   官方微博 | 高级检索  
     检索      


A bivariate stable characterization and domains of attraction
Authors:Sidney Resnick  Priscilla Greenwood
Institution:Colorado State University, Fort Collins, Colorado, USA;University of British Columbia, Vancouver, Canada
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.
Keywords:60E05  60F05  Stable distributions  domain of attraction  bivariate distributions
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号