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WROCŁAW UNIVERSITY
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Contents of PMS, Vol. 17, Fasc. 2,
pages 387 - 394
 

A NOTE ON DOMAINS OF ATTRACTION FOR q -TRANSFORMED RANDOM VARIABLES

Daniel Neuenschwander
René Schott

Abstract: We show that a random variable X lies in the strict domain of attraction of a non-degenerate strictly stable random variable Z with exponent a  (- ]0,2[ iff the q -transform of X lies in the strict domain of attraction of mZ for some constant m depending on q and a with the same norming sequence.

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

Key words and phrases: -

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