Geodesic
An asymptotic expansion of the distribution of a homogeneous functional of a strictly stable vector
Teoriâ veroâtnostej i ee primeneniâ, Tome 41 (1996) no. 1, pp. 133-163
Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

The classical method of obtaining asymptotic expansions for stable distributions in the one-dimensional case is connected with contour integration. We use another approach based on the representation of a stable random variable in the form of a stochastic integral by Poisson random measure and on the decomposition of the distribution of this random measure into the sum of linear functionals adapted to the isolation of the separate terms of the asymptotics.
Keywords: strictly stable distribution, spectral measure, the space of configurations, Poisson random measure, linear functional in Banach space, charge, generalized function, stochastic integral. 
@article{TVP_1996_41_1_a6,
     author = {N. V. Smorodina},
     title = {An asymptotic expansion of the distribution of a~homogeneous functional of a~strictly stable vector},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {133--163},
     year = {1996},
     volume = {41},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1996_41_1_a6/}
}
TY  - JOUR
AU  - N. V. Smorodina
TI  - An asymptotic expansion of the distribution of a homogeneous functional of a strictly stable vector
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1996
SP  - 133
EP  - 163
VL  - 41
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/TVP_1996_41_1_a6/
LA  - ru
ID  - TVP_1996_41_1_a6
ER  - 
%0 Journal Article
%A N. V. Smorodina
%T An asymptotic expansion of the distribution of a homogeneous functional of a strictly stable vector
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1996
%P 133-163
%V 41
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1996_41_1_a6/
%G ru
%F TVP_1996_41_1_a6
N. V. Smorodina. An asymptotic expansion of the distribution of a homogeneous functional of a strictly stable vector. Teoriâ veroâtnostej i ee primeneniâ, Tome 41 (1996) no. 1, pp. 133-163. http://geodesic.mathdoc.fr/item/TVP_1996_41_1_a6/