HOW TO FIND STABILITY IN A PURELY SEMISTABLE CONTEXT
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概要
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"By definition any stable distribution is semistable. For the converse relation we will show that certain logarithmic mixtures of semistable laws belong to the domain of normal attraction of a stable law. The mixtures themselves appear as limits for normalized sums of certain random numbers of random variables belonging to the domain of normal attraction of a semistable law. Combining the corresponding limit theorems, we observe a stable limit when starting in the domain of attraction of a semistable distribution. The results are given in a multivariate setting with operator normings and extend to the corresponding semi-selfsimilar respectively selfsimilar Levy processes."
- Yokohama City University and Yokohama National Universityの論文
- 2005-00-00
Yokohama City University and Yokohama National University | 論文
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