Exact Rates of Convergence to a Stable Law

DOI10.1112/S0024610799007346zbMath0947.60025OpenAlexW2073398268MaRDI QIDQ4948573

Liang Peng, Laurens De Haan

Publication date: 17 April 2000

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/s0024610799007346

zbMATH Keywords

uniform convergence ratessecond order regular variation conditions

Mathematics Subject Classification ID

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

Related Items (6)

Closure properties of the second-order regular variation under convolutions ⋮ An application of the renormalization group method to stable limit laws ⋮ On the asymptotic behaviour of the integral \(\int_0^\infty e^{itx}\left(\frac{1}{x^\alpha}-\frac{1}{[x^\alpha+1}\right)dx (t\to 0)\) and rates of convergence to \(\alpha\)-stable limit laws] ⋮ Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution ⋮ Second-order regular variation, convolution and the central limit theorem ⋮ Tails of Lorenz curves

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