Limit theorems and phase transitions for two models of summation of iid random variables depending on parameters

DOI10.1134/S1064562413030204zbMath1287.60033OpenAlexW1971702062MaRDI QIDQ382190

Michael Grabchak, Stanislav Alekseevich Molchanov

Publication date: 18 November 2013

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562413030204

zbMATH Keywords

asymptotic distributionsi.i.d. random variablesinfinite summation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Other physical applications of random processes (60K40)

Related Items (2)

Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes? ⋮ Limit Theorems and Phase Transitions for Two Models of Summation of Independent Identically Distributed Random Variables with a Parameter

Cites Work

• Unnamed Item
• Tempered stable laws as random walk limits
• Limit laws for sums of products of exponentials of iid random variables
• Domains of attraction to Tweedie distributions
• Tempering stable processes
• Fluctuations of the free energy in the REM and the \(p\)-spin SK models
• Limit theorems for sums of random exponentials
• Do financial returns have finite or infinite variance? A paradox and an explanation
• On a new Class of Tempered Stable Distributions: Moments and Regular Variation
• Understanding Heavy Tails in a Bounded World or, is a Truncated Heavy Tail Heavy or Not?

This page was built for publication: Limit theorems and phase transitions for two models of summation of iid random variables depending on parameters