논문KCI 등재
REGULAR VARIATION AND STABILITY OF RANDOM MEASURES
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초록
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.
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.
참고문헌 (17)
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관련 논문AI추천
A NOTE ON SEMI-SELFDECOMPOSABILITY AND OPERATOR SEMI-STABILITY IN SUBORDINATION김윤경, 주상열, 최경숙대한수학회 · 대한수학회보2010 · 제47권 제3호ASYMPTOTIC SUPER(SUB)ADDITIVITY OF THE VALUE-AT-RISK OF REGULARLY VARYING RANDOM VARIABLES장지욱, 조재훈한국리스크관리학회 · 리스크관리연구2011 · 제22권 제1호Limsup results for the increments of partial sums of a random sequence문희진, 최용갑영남수학회 · East Asian Mathematical Journal2008 · 제24권 제3호On the large deviation property of random measures on the $d$-dimensional Euclidean spaceDae Sik Hwang대한수학회 · 대한수학회논문집2002 · 제17권 제1호Subordination, self-decomposability and semi-stability김윤경, 주상렬, 최경석대한수학회 · 대한수학회논문집2006 · 제21권 제4호Limit theorems for partial sum processes of a Gaussian sequence백종일, 최용갑, Hee-Jin Moon, Kyo-Shin Hwang, Tae-Sung Kim대한수학회 · 대한수학회지2004 · 제41권 제6호
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