A supplement to a theorem of Gut and Spătaru (Q1425131)
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scientific article; zbMATH DE number 2057705
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A supplement to a theorem of Gut and Spătaru |
scientific article; zbMATH DE number 2057705 |
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A supplement to a theorem of Gut and Spătaru (English)
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15 March 2004
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\textit{A. Gut} and \textit{A. Spătaru} [J. Math. Anal. Appl. 248, 233--246 (2000; Zbl 0961.60039)] proved a precise asymptotic theorem for random variables in the normal domain of attraction of some stable distribution with exponent \(\alpha\), \(1<\alpha\leq 2\). They also conjectured that the theorem should hold for the general case of the domain of attraction of a stable distribution. The authors provide a counterexample to this conjecture and prove further convergence theorems.
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domain of attraction
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regular variation
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stable distribution
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convergence rates
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limiting behaviour of the sums
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