Regular variation and stability of random measures. (English) Zbl 1371.60089
Summary: 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.
MSC:
| 60G57 | Random measures |
| 60E07 | Infinitely divisible distributions; stable distributions |
| 60B12 | Limit theorems for vector-valued random variables (infinite-dimensional case) |
