Rates of convergence in the operator-stable limit theorem

DOI10.1007/BF02213734zbMath0841.60008OpenAlexW2076390141MaRDI QIDQ1908204

Makoto Maejima, Svetlozar T. Rachev

Publication date: 20 March 1996

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02213734

zbMATH Keywords

rate of convergenceprobability metricsconvergence to operator-stable distributionsoperator-stability

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Functional limit theorems; invariance principles (60F17)

Cites Work

• Moments of random vectors which belong to some domain of normal attraction
• The symmetry group and exponents of operator stable probability measures
• Moments of distributions attracted to operator-stable laws
• Operator stable laws: Series representations and domains of normal attraction
• Operator-stable distributions and stable marginals
• Operator-stable laws
• A new ideal metric with applications to multivariate stable limit theorems
• A bivariate stable characterization and domains of attraction
• Probability Metrics
• Uniform Estimates of the Rate of Convergence in the Multi-Dimensional Central Limit Theorem
• Operator-Stable Probability Distributions on Vector Groups
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