An approximation to infinitely divisible laws

DOI10.1007/BF01874676zbMath0831.60025OpenAlexW1977278965MaRDI QIDQ1897518

Sándor Csörgö

Publication date: 11 February 1996

Published in: Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01874676

zbMATH Keywords

characteristic functionapproximatinginfinitely divisible distribution functionLévy distanceLévy formula

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Related Items

Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes

Cites Work

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• A probabilistic approach to domains of partial attraction
• A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
• Laws of the iterated logarithm for order statistics of uniform spacings
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• Notes on Extreme and Self-Normalised Sums from the Domain of Attraction of a Stable Law
• On the Extreme Terms of a Sample From the Domain of Attraction of a Stable Law