The asymptotic distribution of randomly weighted sums and self-normalized sums

DOI10.1214/EJP.v17-2092zbMath1245.60028arXiv1206.4085WikidataQ64023157 ScholiaQ64023157MaRDI QIDQ428668

David M. Mason, Péter Kevei

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.4085

zbMATH Keywords

stable distributionsself-normalized sumsFeller class

Mathematics Subject Classification ID

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

Related Items (3)

On the Breiman conjecture ⋮ Impatient random walk ⋮ The moment of maximum normed randomly weighted sums of martingale differences

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