Weighted sums of random variables attracted to stable laws

DOI10.1007/BF01000209zbMath0562.60034OpenAlexW2024855161MaRDI QIDQ1056987

Gerd Christoph

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01000209

zbMATH Keywords

rate of convergencestable lawalmost sure convergencedomain of normal attraction

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Strong limit theorems (60F15) Continuity and singularity of induced measures (60G30)

Related Items (2)

The local limit problem and Hölder-continuity ⋮ Refined Baum-Katz laws for weighted sums of iid random variables

Cites Work

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• Two-sided bounds on the rate of convergence to a stable law
• A log log law for Abel's sum

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