A formula for hidden regular variation behavior for symmetric stable distributions
Journal article, 2020

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

Chalmers, Mathematical Sciences, Analysis and Probability Theory

Royal Institute of Technology (KTH)

Jeffrey Steif

Chalmers, Mathematical Sciences, Analysis and Probability Theory


1386-1999 (ISSN)

Vol. 23 4 667-691

Stochastics for big data and big systems - bridging local and global

Knut and Alice Wallenberg Foundation (KAW2012,0067), 2013-01-01 -- 2018-09-01.

Färgning av slumpmässiga ekvivalensrelationer, slumpvandringar på dynamisk perkolation och bruskänslighet för gränsgrafen i den Erdös-Renyi-slumpgrafsmodellen

Swedish Research Council (VR) (2016-03835), 2017-01-01 -- 2020-12-31.


Basic sciences

Subject Categories

Probability Theory and Statistics

Mathematical Analysis



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