2013/02/14 by Shuyan Liu, Liu, Shuyan
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability and Risk Models #Statistics Theory (math.ST) #Stochastic processes and financial applications #math.ST #stat.TH
paper · pdf · doi:10.48550/arxiv.1302.3403
24 pages, 5 figures, in French
arxiv created 2013/02/14 · openalex publication_date 2013/02/14 · arxiv updated 2013/02/15 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28
The stability of random variables can be generalized in any convex cone. In this case the principal results about the LePage representation and the domains of attraction are analogous but different to those well known for general Banach spaces. Some examples of strictly stable distributions and max-stable distributions are presented in this paper in order to exhibit the relationship between the Poisson process and the stable distributions on convex cones.