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Domains of attraction of nonnormal operator-stable laws

Author

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  • Meerschaert, Mark M.

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.

Suggested Citation

  • Meerschaert, Mark M., 1986. "Domains of attraction of nonnormal operator-stable laws," Journal of Multivariate Analysis, Elsevier, vol. 19(2), pages 342-347, August.
    • Handle: RePEc:eee:jmvana:v:19:y:1986:i:2:p:342-347
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    Cited by:

    1. Scheffler, Hans-Peter, 1999. "On estimation of the spectral measure of certain nonnormal operator stable laws," Statistics & Probability Letters, Elsevier, vol. 43(4), pages 385-392, July.

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