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Contents of PMS, Vol. 22, Fasc. 2,
pages 303 - 317
 

ALTERNATIVE CONDITIONS FOR ATTRACTION TO STABLE VECTORS

Laurens de Haan
Deyuan Li
Liang Peng
Helena Iglesias Pereira

Abstract: Relying on Geluk and de Haan [3] we derive alternative necessary and sufficient conditions for the domain of attraction of a stable distribution in Rd which are phrased entirely in terms of (joint distributions of) linear combinations of the marginals. The conditions in terms of characteristic functions should be useful for determining rates of convergence, as in de Haan and Peng [4].

1991 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: Characteristic function, domain of attraction, regularly varying, stable vector.

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