Illustration par quelques exemples des lois strictement stables dans un c\^one convexe
Statistics Theory
2013-02-15 v1 Statistics Theory
Abstract
The stability of random variables can be generalized in any convex cone. In this case the principal results about the LePage representation and the domains of attraction are analogous but different to those well known for general Banach spaces. Some examples of strictly stable distributions and max-stable distributions are presented in this paper in order to exhibit the relationship between the Poisson process and the stable distributions on convex cones.
Keywords
Cite
@article{arxiv.1302.3403,
title = {Illustration par quelques exemples des lois strictement stables dans un c\^one convexe},
author = {Shuyan Liu},
journal= {arXiv preprint arXiv:1302.3403},
year = {2013}
}
Comments
24 pages, 5 figures, in French