On the Breiman conjecture

DOI10.1090/proc/13024zbMath1343.60015arXiv1508.01533OpenAlexW1963417162WikidataQ64023151 ScholiaQ64023151MaRDI QIDQ2814422

David M. Mason, Péter Kevei

Publication date: 22 June 2016

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.01533

zbMATH Keywords

convergence in distributiondomain of attractionstable lawBreiman conjecture

Mathematics Subject Classification ID

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

Cites Work

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• The asymptotic distribution of randomly weighted sums and self-normalized sums
• When does a randomly weighted self-normalized sum converge in distribution?
• Expectation of the Ratio of the Sum of Squares to the Square of the Sum: Exact and Asymptotic Results
• On the behaviour of the characteristic function of a probability distribution in the neighbourhood of the origin

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