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The limit behaviour of scalar modifications of powers
of probability measures under a generalized convolution is considered.
In particular, some necessary and sufTtcient wnditions in terms
of momen...
Remarks on Levy measures and domains of attraction in Banach spaces
Levy measures domains of attraction in Banach spaces
2009/9/23
A supplementary characterization of Banach spaces
in terms of conditions on the tail behavior of L h y measurcs is given.
A criterion for attraction to a stable law in the operator setting IS
prove...
Large deviations and law of the iterated logarithm for generalized domains of attraction
Large deviations law of the iterated logarithm generalized domains of attraction
2009/9/22
Suppose X, XI, X,, ... are i.i.d. random vectors,
S, = z:= Xi and A, are linear operators such that A, S, converges in
law to some full random vector I: Then we say that X belongs to the
shkt gener...
A note on domains of attraction for q-transformed random variables
domains of attraction q-transformed random variables
2009/9/22
We show that a random variable X lies in the strict
domain of attraction of a non-degenerate strictly stable random variable
Z with exponent ~a]O,2[ iff the q-transform of X lies in the
strict doma...
Stable probability distributions and their domains of attraction: A direct approach
Domain of attraction [generalised) regular variation characteristic function
2009/9/22
The theory of stable probability distributions and their
domains of attraction is derived in a direct way (avoiding the usual
route via infinitely divisible distributions) using Fourier transforms.
...
Max-semistable hemigroups: structure, domains of attraction and limit theorems with random sample size
Extreme values max-semistable distributions hemigroup max-semiselfdecomposability
2009/9/21
Let (X,) be a squence of independent real vatued random
variabl~sA. suitable convergk:nce condition far affine normalimned
maxima of (XJ k @given in the seBLjstable setup, i.e. fur inmasing
samplir...