Regular variation is used to study the asymptotic behavior of norming operators for generalized domains of attraction. This leads to a powerful decomposition theorem. Applications include a complete, concise description of moment behavior, centering constants, convergence criteria and tail behavior for generalized domains of attraction.
Publié le : 1991-04-14
Classification:
Generalized domains of attraction,
moments,
operator-stable laws,
regular variation,
60F05,
26B35
@article{1176990456,
author = {Meerschaert, Mark M.},
title = {Spectral Decomposition for Generalized Domains of Attraction},
journal = {Ann. Probab.},
volume = {19},
number = {4},
year = {1991},
pages = { 875-892},
language = {en},
url = {http://dml.mathdoc.fr/item/1176990456}
}
Meerschaert, Mark M. Spectral Decomposition for Generalized Domains of Attraction. Ann. Probab., Tome 19 (1991) no. 4, pp. 875-892. http://gdmltest.u-ga.fr/item/1176990456/