Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
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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)
  • Received : 2016.05.16
  • Published : 2017.05.01
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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

References

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