Computer investigation of the Rate of Convergence of Lepage Type Series to α-Stable Random Variables

DOI10.1080/02331889208802383zbMath0813.60014OpenAlexW2116332080WikidataQ56456757 ScholiaQ56456757MaRDI QIDQ4322944

Aleksander Janicki, Piotr S. Kokoszka

Publication date: 28 February 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889208802383

zbMATH Keywords

stable random variablescomputer simulations of random variables and processesLePage series representations

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Probabilistic methods, stochastic differential equations (65C99)

Related Items (5)

Randomness and fractional stable distributions ⋮ A rate of convergence in the Poissonian representation of stable distributions ⋮ Bounds for the accuracy of Poissonian approximations of stable laws ⋮ Computer investigation of the Rate of Convergence of Lepage Type Series to α-Stable Random Variables ⋮ Simulation of a Local Time Fractional Stable Motion

Cites Work

• Unnamed Item
• On series representations of infinitely divisible random vectors
• Computer investigation of the Rate of Convergence of Lepage Type Series to α-Stable Random Variables

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