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Domains of attraction of nonnormal operator-stable laws |
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| Authors: | Mark M. Meerschaert |
| Affiliation: | Vector Research, Inc. USA |
| Abstract: | A sequence of independent, identically distributed random vectors X1, X2, X3,… is said to belong to the domain of attraction of a random vector Y is there exist linear operators An and constant vectors bn such that An(X1,…, Xn)+bn converges in distribution to Y. We present a simple, necessary, and sufficient condition for the existence of such An, Bn in the case where Y has no normal component. |
| Keywords: | domains of attraction regular variation stable laws infinitely divisible laws |
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