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Teoriya Veroyatnostei i ee Primeneniya, 1999, Volume 44, Issue 2, Pages 458–465
DOI: https://doi.org/10.4213/tvp783
(Mi tvp783)
 

This article is cited in 5 scientific papers (total in 5 papers)

Short Communications

Asymptotic expansion of the distribution of a homogeneous functional of a strictly stable random vector. II

N. V. Smorodina

Saint-Petersburg State University
Full-text PDF (464 kB) Citations (5)
Abstract: Let $u$ be a strictly stable non-Gaussian vector with the exponent of stability $\alpha\ge 1$, taking on values in a separable Banach space $B$. Let $h\colon B\to\mathbb R$ be a smooth homogeneous functional and let $F$ be the distribution function of the random variable $h(u)$. For the function $1-F(x)$ we obtain an asymptotic expansion of the form $\sum_{k=1}^n c_kx^{-k\alpha}+O(x^{-(n+1)\alpha})$, $x\to\infty$ ($n$ is determined by the smoothness of $h$). To establish the expansion we use a new approach which is based on the decomposition of the distribution into the sum of linear functionals.
Keywords: strictly stable distribution, spectral measure, space of configurations, Poisson random measure, linear functional in a Banach space, stochastic integral.
Received: 27.02.1998
English version:
Theory of Probability and its Applications, 2000, Volume 44, Issue 2, Pages 419–427
DOI: https://doi.org/10.1137/S0040585X97977677
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: N. V. Smorodina, “Asymptotic expansion of the distribution of a homogeneous functional of a strictly stable random vector. II”, Teor. Veroyatnost. i Primenen., 44:2 (1999), 458–465; Theory Probab. Appl., 44:2 (2000), 419–427
Citation in format AMSBIB
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\by N.~V.~Smorodina
\paper Asymptotic expansion of the distribution of a homogeneous functional of a strictly stable random vector.~II
\jour Teor. Veroyatnost. i Primenen.
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\pages 458--465
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\transl
\jour Theory Probab. Appl.
\yr 2000
\vol 44
\issue 2
\pages 419--427
\crossref{https://doi.org/10.1137/S0040585X97977677}
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  • https://www.mathnet.ru/eng/tvp/v44/i2/p458
  • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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