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The structure of generalized domains of semistable attraction

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  • Meerschaert, Mark M.
  • Scheffler, Hans-Peter

Abstract

If An[mu]kn * [delta](an) => [nu] where [nu] is full and kn+1/kn --> c [greater-or-equal, slanted] 1, we say that [mu] belongs to the generalized domain of semistable attraction (GDOSA) of [nu]. In this paper we describe the structure of GDOSA, and we give concise necessary and sufficient conditions for a probability distribution to belong to some GDOSA.

Suggested Citation

  • Meerschaert, Mark M. & Scheffler, Hans-Peter, 1997. "The structure of generalized domains of semistable attraction," Statistics & Probability Letters, Elsevier, vol. 33(4), pages 367-372, May.
  • Handle: RePEc:eee:stapro:v:33:y:1997:i:4:p:367-372
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    References listed on IDEAS

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    1. Scheffler, H. P., 1994. "Domains of Semi-Stable Attraction of Nonnormal Semi-Stable Laws," Journal of Multivariate Analysis, Elsevier, vol. 51(2), pages 432-444, November.
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    2. Mark M. Meerschaert & Hans-Peter Scheffler, 1997. "Spectral Decomposition for Generalized Domains of Semistable Attraction," Journal of Theoretical Probability, Springer, vol. 10(1), pages 51-71, January.

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