Approximation to stable law by the Lindeberg principle
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Publication:2325933
DOI10.1016/j.jmaa.2019.07.028zbMath1479.60046arXiv1809.10864OpenAlexW2958105554MaRDI QIDQ2325933
Publication date: 4 October 2019
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.10864
Kolmogorov forward equationLindeberg principlestable central limit theoremasymmetric \(\alpha\)-stable distribution
Related Items (9)
Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations ⋮ Non-integrable stable approximation by Stein's method ⋮ A kernel bound for non-symmetric stable distribution and its applications ⋮ A probability approximation framework: Markov process approach ⋮ Fractional Edgeworth expansions for one-dimensional heavy-tailed random variables and applications ⋮ Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme ⋮ A bound in the stable ($\alpha $), $1 < \alpha \le 2$, limit theorem for associated random variables with infinite variance ⋮ Stein's method for asymmetric \(\alpha \)-stable distributions, with application to the stable CLT ⋮ A unified approach to Stein's method for stable distributions
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