ALTERNATIVE CONDITIONS FOR ATTRACTION TO STABLE VECTORS
Laurens de Haan
Deyuan Li
Liang Peng
Helena Iglesias Pereira
Abstract: Relying on Geluk and de Haan [3] we derive alternative necessary and sufficient
conditions for the domain of attraction of a stable distribution in
which are phrased
entirely in terms of (joint distributions of) linear combinations of the marginals. The
conditions in terms of characteristic functions should be useful for determining rates of
convergence, as in de Haan and Peng [4].
1991 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: Characteristic function, domain of attraction, regularly varying,
stable vector.