A bivariate stable characterization and domains of attraction
Bivariate stable distributions are defined as those having a domain of attraction, where vectors are used for normalization. These distributions are identified and their domains of attraction are given in a number of equivalent forms. In one case, marginal convergence implies joint convergence. A bivariate optional stopping property is given. Applications to bivariate random walk are suggested.
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Volume (Year): 9 (1979)
Issue (Month): 2 (June)
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