On the convergence to a multidimensional stable law of the distribution of a location parameter for the composition of random motions in Euclidean space
Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 2, pp. 342-344
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Yu. S. Hohlov. On the convergence to a multidimensional stable law of the distribution of a location parameter for the composition of random motions in Euclidean space. Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 2, pp. 342-344. http://geodesic.mathdoc.fr/item/TVP_1982_27_2_a14/
@article{TVP_1982_27_2_a14,
author = {Yu. S. Hohlov},
title = {On the convergence to a multidimensional stable law of the distribution of a~location parameter for the composition of random motions in {Euclidean} space},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {342--344},
year = {1982},
volume = {27},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1982_27_2_a14/}
}
TY - JOUR
AU - Yu. S. Hohlov
TI - On the convergence to a multidimensional stable law of the distribution of a location parameter for the composition of random motions in Euclidean space
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1982
SP - 342
EP - 344
VL - 27
IS - 2
UR - http://geodesic.mathdoc.fr/item/TVP_1982_27_2_a14/
LA - ru
ID - TVP_1982_27_2_a14
ER -
%0 Journal Article
%A Yu. S. Hohlov
%T On the convergence to a multidimensional stable law of the distribution of a location parameter for the composition of random motions in Euclidean space
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1982
%P 342-344
%V 27
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1982_27_2_a14/
%G ru
%F TVP_1982_27_2_a14
We consider a distribution of a location parameter for the composition of random motions in the Euclidean space. It is supposed that the $n$-fold convolution of rotation parameter distribution converges weakly to the uniform distribution on $SO(d)$ and that the location parameter has a distribution belonging to the domain of attraction of some nondegenerate multidimensional law. The integral limit theorem for the location parameter is proved.
