SPECTRAL DECOMPOSITION FOR GENERALIZED DOMAINS OF ATTRACTION

• 成果类型: Article
• 署名作者: MEERSCHAERT, MM
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176990456
• 发表日期: 1991
• 页码: 875-892
• 关键词: random vectors; operator

摘要

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.