STABLE AND SEMISTABLE PROBABILITY MEASURES ON CONVEX CONE

Autor: Phuc Ho Dang, Nam Bui Quang
Rok vydání: 2014
Předmět:
Zdroj: Journal of the Australian Mathematical Society. 98:390-406
ISSN: 1446-8107
1446-7887
DOI: 10.1017/s1446788714000597
Popis: The study concerns semistability and stability of probability measures on a convex cone, showing that the set$S(\boldsymbol{{\it\mu}})$of all positive numbers$t>0$such that a given probability measure$\boldsymbol{{\it\mu}}$is$t$-semistable establishes a closed subgroup of the multiplicative group$R^{+}$; semistability and stability exponents of probability measures are positive numbers if and only if the neutral element of the convex cone coincides with the origin; a probability measure is (semi)stable if and only if its domain of (semi-)attraction is not empty; and the domain of attraction of a given stable probability measure coincides with its domain of semi-attraction.
Databáze: OpenAIRE