A multidimensional stable limit theorem
Probability
2023-11-21 v3
Abstract
We establish multidimensional analogues of one-dimensional stable limit theorems due to H\"ausler and Luschgy (2015) for so called explosive processes. As special cases we present multidimensional stable limit theorems involving multidimensional normal-, Cauchy- and stable distributions as well.
Keywords
Cite
@article{arxiv.2012.04541,
title = {A multidimensional stable limit theorem},
author = {Matyas Barczy and Gyula Pap},
journal= {arXiv preprint arXiv:2012.04541},
year = {2023}
}
Comments
26 pages