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Moments of measures attracted to operator semi-stable laws

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  • Scheffler, Hans-Peter

Abstract

Bounds on the norming operators for distributions in the domain of semi-stable attraction of an operator semi-stable distribution are found. These bounds are used to establish the existence and nonexistence of moments of distributions in the domain of semi-stable attraction of an operator semi-stable distribution.

Suggested Citation

  • Scheffler, Hans-Peter, 1995. "Moments of measures attracted to operator semi-stable laws," Statistics & Probability Letters, Elsevier, vol. 24(3), pages 187-192, August.
    • Handle: RePEc:eee:stapro:v:24:y:1995:i:3:p:187-192
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    References listed on IDEAS

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    1. Scheffler, H. P., 1994. "Domains of Semi-Stable Attraction of Nonnormal Semi-Stable Laws," Journal of Multivariate Analysis, Elsevier, vol. 51(2), pages 432-444, November.
    2. Hudson, William N. & Veeh, Jerry Alan & Weiner, Daniel Charles, 1988. "Moments of distributions attracted to operator-stable laws," Journal of Multivariate Analysis, Elsevier, vol. 24(1), pages 1-10, January.
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    Cited by:

    1. Wensheng Wang, 2017. "Large Deviations for Sums of Random Vectors Attracted to Operator Semi-Stable Laws," Journal of Theoretical Probability, Springer, vol. 30(1), pages 64-84, March.
    2. Wang, Wensheng, 2014. "Invariance principles for generalized domains of semistable attraction," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 1-17.

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    1. Mark M. Meerschaert & Hans-Peter Scheffler, 1997. "Spectral Decomposition for Generalized Domains of Semistable Attraction," Journal of Theoretical Probability, Springer, vol. 10(1), pages 51-71, January.
    2. Wang, Wensheng, 2014. "Invariance principles for generalized domains of semistable attraction," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 1-17.
    3. Meerschaert, Mark M. & Scheffler, Hans-Peter, 1999. "Moment Estimator for Random Vectors with Heavy Tails," Journal of Multivariate Analysis, Elsevier, vol. 71(1), pages 145-159, October.
    4. Wensheng Wang, 2017. "Large Deviations for Sums of Random Vectors Attracted to Operator Semi-Stable Laws," Journal of Theoretical Probability, Springer, vol. 30(1), pages 64-84, March.
    5. Meerschaert, Mark M. & Scheffler, Hans-Peter, 1997. "The structure of generalized domains of semistable attraction," Statistics & Probability Letters, Elsevier, vol. 33(4), pages 367-372, May.

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