[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.4134/JKMS.j160361

REGULAR VARIATION AND STABILITY OF RANDOM MEASURES

Quang, Nam Bui (Academy of Air Defence and Air Forces)
Dang, Phuc Ho (Institute of Mathematics Vietnam Academy of Sciences and Technology)

Publication Information

Journal of the Korean Mathematical Society / v.54, no.3, 2017 , pp. 1049-1061 More about this Journal

Abstract

The paper presents a characterization of stable random measures, giving a canonical form of their Laplace transform. Domain of attraction of stable random measures is concerned in a theorem showing that a random measure belongs to domain of attraction of any stable random measures if and only if it varies regularly at infinity.

Keywords

random measure; stable; domain of attraction; regular variation;

Citations & Related Records

Reference

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