Rate of convergence to a stable law (Q2706080)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate of convergence to a stable law |
scientific article |
Statements
19 March 2001
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Levy distributions
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stable laws
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limit laws
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convergence rate
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Rate of convergence to a stable law (English)
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The paper deals with the densities of normalized sums of i.i.d. random variables with stable limit law. Under various conditions when the tails are finally of Pareto type (or mixtures of them) the authors introduce uniform rates for the convergence of the densities to the stable densities.
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