A rate of convergence in the Poissonian representation of stable distributions

DOI10.1007/BF02986862zbMath0897.60025MaRDI QIDQ1381647

Michel Ledoux, Vygantas Paulauskas

Publication date: 1 April 1998

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

convergence rateCramer conditionsymmetric stable lawPoissonian representation for a stable distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10)

Related Items (2)

Bounds for stable measures of convex shells and stable approximations ⋮ Bounds for the accuracy of Poissonian approximations of stable laws

Cites Work

• Convergence to a stable distribution via order statistics
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• Random Fourier Series with Applications to Harmonic Analysis. (AM-101)
• Computer investigation of the Rate of Convergence of Lepage Type Series to α-Stable Random Variables
• The Accuracy of the Gaussian Approximation to the Sum of Independent Variates
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