�ber notwendige und hinreichende Bedingungen f�r Konvergenzgeschwindigkeitsaussagen im Falle einer stabilen Grenzverteilung

DOI10.1007/BF00535350zbMath0449.60010OpenAlexW2052586790MaRDI QIDQ3896292

Gerd Christoph

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00535350

zbMATH Keywords

rate of convergencestable distribution

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)

Related Items

On the rate of convergence to a stable limit law. II ⋮ Accuracy of approximation of sums of independent random variables by a stable distribution ⋮ Limit theorems for continuous-time random walks in the double-array limit scheme ⋮ A method for the derivation of limit theorems for sums of weakly dependent random variables:a survey ⋮ Efficiency of a certain modification of the studentized range of symmetric stable random variables ⋮ On a power of optimal test for asymptotic distinction of statistical hypotheses for distributions with heavy tails ⋮ Two-sided bounds on the rate of convergence to a stable law ⋮ On the rate of convergence of sums of extremes to a stable law ⋮ Eigenschaften von Polynomidealen in Abhängigkeit von der Charakteristik ⋮ Weighted sums of random variables attracted to stable laws

Cites Work

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• On the remainder term in the central limit theorem
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• Über die Konvergenzgeschwindigkeit im Falle einer stabilen Grenzverteilung
• On the influence of moments on the rate of convergence to the normal distribution
• The Accuracy of Infinitely Divisible Approximations to Sums of Independent Variables with Application to Stable Laws