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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1982 Volume 27, Issue 2, Pages 342–344 (Mi tvp2357)

This article is cited in 3 papers

Short Communications

On the convergence to a multidimensional stable law of the distribution of a location parameter for the composition of random motions in Euclidean space

Yu. S. Hohlov

Kalinin

Abstract: 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.

Received: 02.11.1981


 English version:
Theory of Probability and its Applications, 1983, 27:2, 363–365

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