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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 2, Pages 342–344
(Mi tvp2357)
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This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
On the convergence to a multidimensional stable law of the distribution of a location parameter for the composition of random motions in Euclidean space
Yu. S. Hohlov Kalinin
Abstract:
We consider a distribution of a location parameter for the composition of random motions in the Euclidean space. It is supposed that the $n$-fold convolution of rotation parameter distribution converges weakly to the uniform distribution on $SO(d)$ and that the location parameter has a distribution belonging to the domain of attraction of some nondegenerate multidimensional law. The integral limit theorem for the location parameter is proved.
Received: 02.11.1981
Citation:
Yu. S. Hohlov, “On the convergence to a multidimensional stable law of the distribution of a location parameter for the composition of random motions in Euclidean space”, Teor. Veroyatnost. i Primenen., 27:2 (1982), 342–344; Theory Probab. Appl., 27:2 (1983), 363–365
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https://www.mathnet.ru/eng/tvp2357 https://www.mathnet.ru/eng/tvp/v27/i2/p342
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Abstract page: | 209 | Full-text PDF : | 78 | First page: | 1 |
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