A multidimensional stable limit theorem
Matyas Barczy, Gyula Pap
TL;DR
This paper extends stable limit theorems to multidimensional explosive processes, providing new theoretical results that include multidimensional normal, Cauchy, and stable distributions.
Contribution
It introduces multidimensional analogues of existing stable limit theorems specifically for explosive processes, expanding the theoretical framework.
Findings
Established multidimensional stable limit theorems for explosive processes
Derived limit distributions including multidimensional normal, Cauchy, and stable distributions
Extended one-dimensional results to higher dimensions
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.
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Taxonomy
TopicsProbability and Statistical Research · Fuzzy Systems and Optimization · Functional Equations Stability Results