From the central limit theorem to heavy-tailed distributions

DOI10.1239/jap/1059060906zbMath1045.60008OpenAlexW2064704819MaRDI QIDQ4462707

Jinwen Chen

Publication date: 18 May 2004

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

Full work available at URL: https://doi.org/10.1239/jap/1059060906

zbMATH Keywords

power lawrandomly indexed random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05)

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Cites Work

• The Pareto law of incomes - an explanation and an extension
• The Double Pareto-Lognormal Distribution—A New Parametric Model for Size Distributions
• On 1/ f noise and other distributions with long tails
• A Brief History of Generative Models for Power Law and Lognormal Distributions
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