Order of Magnitude of the Concentration Function
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Publication:3036407
DOI10.2307/2045081zbMath0524.60054OpenAlexW4251505558MaRDI QIDQ3036407
Publication date: 1983
Full work available at URL: https://doi.org/10.2307/2045081
Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)
Related Items (5)
Stochastic compactness of distributions of sums of independent random variables with finite variances ⋮ Large deviations for random walks under subexponentiality: The big-jump domain ⋮ Characteristic functions and compactness of distributions of sums of independent random variables ⋮ On the rate of decay of concentration functions of \(n\)-fold convolutions of probability distributions ⋮ Criteria of Relative and Stochastic Compactness for Distributions of Sums of Independent Random Variables
Cites Work
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- Approximate local limit theorems for laws outside domains of attraction
- Domains of partial attraction and tightness conditions
- A note on domains of partial attraction
- Order of Magnitude of Moments of Sums of Random Variables
- On the concentration function of a sum of independent random variables
- Regularly varying functions
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