A formula for hidden regular variation behavior for symmetric stable distributions
Journal article, 2019

We develop a formula for the power-law decay of various sets for symmetric stable random vectors in terms of how many vectors from the support of the corresponding spectral measure are needed to enter the set. One sees different decay rates in “different directions”, illustrating the phenomenon of hidden regular variation. We give several examples and obtain quite varied behavior, including sets which do not have exact power-law decay.

multivariate stable dis- tributions

Hidden regular variation


Malin Palö Forsström

Royal Institute of Technology (KTH)

Chalmers, Mathematical Sciences, Analysis and Probability Theory

Jeffrey Steif

Chalmers, Mathematical Sciences, Analysis and Probability Theory


1386-1999 (ISSN)

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Basic sciences

Subject Categories

Probability Theory and Statistics

Mathematical Analysis



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