On tails and domains of attraction of stable measures in Banach spaces

Author:

Araujo Aloisio,Giné Evarist

Abstract

The exact tail behavior of stable measures in Banach spaces and measures in their domains of attraction is given. Conditions for a p.m. to be in the domain of attraction of a stable p.m. of order α \alpha are derived which are sufficient in type p spaces, p > α p > \alpha , and necessary in general. This paper also contains a short proof of the Lévy-Khinchin formula in Banach spaces.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Reference18 articles.

1. Existence and convergence of probability measures in Banach spaces;de Acosta, Alejandro D.;Trans. Amer. Math. Soc.,1970

2. Asymptotic behavior of stable measures;de Acosta, Alejandro;Ann. Probability,1977

3. A. de Acosta, A. Araujo and E. Giné (1977), On Poisson measures, Gaussian measures and the central limit theorem in Banach spaces, Advances in Probability (to appear).

4. Asymptotic behavior of stable measures;de Acosta, Alejandro;Ann. Probability,1977

5. On the central limit theorem in Banach spaces;Araujo, Aloisio Pessoa;J. Multivariate Anal.,1978

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