UNIVERSITY
OF WROCŁAW
 
Main Page
Contents
Online First
General Information
Instructions for authors


VOLUMES
43.2 43.1 42.2 42.1 41.2 41.1 40.2
40.1 39.2 39.1 38.2 38.1 37.2 37.1
36.2 36.1 35.2 35.1 34.2 34.1 33.2
33.1 32.2 32.1 31.2 31.1 30.2 30.1
29.2 29.1 28.2 28.1 27.2 27.1 26.2
26.1 25.2 25.1 24.2 24.1 23.2 23.1
22.2 22.1 21.2 21.1 20.2 20.1 19.2
19.1 18.2 18.1 17.2 17.1 16.2 16.1
15 14.2 14.1 13.2 13.1 12.2 12.1
11.2 11.1 10.2 10.1 9.2 9.1 8
7.2 7.1 6.2 6.1 5.2 5.1 4.2
4.1 3.2 3.1 2.2 2.1 1.2 1.1
 
 
WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Contents of PMS, Vol. 16, Fasc. 1,
pages 131 - 137
 

ON THE MOMENT THEOREM OF MEERSCHAERT

Maria Kłosowska

Abstract: Let q be a full operator-stable measure on RN , and B an exponent of q . Write m = min(Rex) and M = max(Rex), where x ranges over the eigenvalues of B. Suppose that the distribution of a random vector X belongs to the domain of attraction of q, m /=  1
     2  and Q  (-  RN - (0). The object of this note is to show that some results of Hudson et al. [2] can be proved in a simpler way (and somewhat extended) by using the method presented in Meerschaert [4]. Namely, we prove that E |<X,Q >| a  is finite for a  (-  (0,1/M ), and infinite for a > 1/m. Basing ourselves on this, we can easily obtain a moment theorem which is near the result of Meerschaert [5].

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

Download:    Abstract    Full text   Abstract + References