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The paper presents a characterization of stable random measures, giving a canonical form of their Laplace transform. Domain of attraction of stable random measures is concerned in a theorem showing that a random measure belongs to domain of attraction of any stable random measures if and only if it varies regularly at infinity.
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참고문헌 (17)
참고문헌 신청
A. Kumar / 1972 / Stable probability measures on Banach spaces / Studia Math 42 : 133 ~ 144
B. V. Gnedenko / 1954 / Limit Distributions for Sum of Independent Random Variables / Addison-Wesley
G. Samorodnitsky / 1994 / Stable non-Gaussian random processes / Chapman and Hall
H. Hult / 2006 / Regular variation for measures on metric spaces / Publ. Inst. Math 80 (94) : 121 ~ 140
J. L. Geluk / 2000 / Stable probability distributions and their domains of attraction: A direct approach / Probab. Math. Statist 20 (1) : 169 ~ 188
B. V. Gnedenko / 1954 / Limit Distributions for Sum of Independent Random Variables / Addison-Wesley
G. Samorodnitsky / 1994 / Stable non-Gaussian random processes / Chapman and Hall
H. Hult / 2006 / Regular variation for measures on metric spaces / Publ. Inst. Math 80 (94) : 121 ~ 140
J. L. Geluk / 2000 / Stable probability distributions and their domains of attraction: A direct approach / Probab. Math. Statist 20 (1) : 169 ~ 188
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