Moments of Limits of Lightly Trimmed Sums of Random Vectors in the Generalized Domain of Normal Attraction of Non-Gaussian Operator-Stable Laws |
| |
| Authors: | Makoto Maejima |
| |
| Institution: | (1) Department of Mathematics, Keio University, 3-14-1, Hiyoshi, Kohoku-ku, Yokohama, 223, Japan |
| |
| Abstract: | Existence and nonexistence for moments of limiting random vectors of normalized, lightly trimmed sums of random vectors in the generalized domain of normal attraction of non-Gaussian operator-stable laws are studied. The idea of representing the limiting random vectors by infinite series is essentially used in the proofs. |
| |
| Keywords: | Lightly trimmed sum non-Gaussian operator-stable law generalized domain of normal attraction moment tail behavior |
| 本文献已被 SpringerLink 等数据库收录！ |
|
