Limit theorems for sums of random exponentials

DOI10.1007/s00440-004-0406-3zbMath1073.60017OpenAlexW2036291212WikidataQ59904220 ScholiaQ59904220MaRDI QIDQ2487021

Gérard Ben Arous, Leonid V. Bogachev, Stanislav Alekseevich Molchanov

Publication date: 17 August 2005

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

Full work available at URL: http://eprints.whiterose.ac.uk/86345/1/Ptrf_final.pdf

zbMATH Keywords

regular variationlaw of large numbersinfinitely divisible distributionscentral limit theoremstable distributionsexponential Tauberian theorem

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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Cites Work

• On a third-order phase transition
• On the existence of thermodynamics for the random energy model
• Limit distributions of norms of vectors of positive i. i. d. random variables
• A Comedy of Errors: The Canonical Form for a Stable Characteristic Function
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
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