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arXiv · 1302.3403

Illustration par quelques exemples des lois strictement stables dans un c\^one convexe

Shuyan Liu
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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.

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Shuyan Liu. 2013-02-14. Illustration par quelques exemples des lois strictement stables dans un c\^one convexe. https://arxiv.org/abs/1302.3403

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