BIVARIATE STABLE CHARACTERIZATION AND DOMAINS OF ATTRACTION

被引：72

作者：

RESNICK, S ^{[1
]}

GREENWOOD, P ^{[1
]}

机构：

[1] UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BC,CANADA

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1979年 / 9卷 / 02期

关键词：

bivariate distributions; domain of attraction; Stable distributions;

D O I：

10.1016/0047-259X(79)90079-4

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. © 1979.

引用

页码：206 / 221

页数：16

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