Limiting behavior of randomly weighted averages of symmetric heavy-tailed random variables

DOI10.1080/03610926.2015.1085571zbMath1368.60035OpenAlexW2396449001MaRDI QIDQ4975163

Rasool Roozegar

Publication date: 3 August 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1085571

zbMATH Keywords

characteristic functionlimiting distributionrandomly weighted averagesymmetric \(\alpha\)-stable

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Strong limit theorems (60F15)

Cites Work

• Unnamed Item
• On distribution of randomly ordered uniform incremental weighted averages: divided difference approach
• Functional limit theorems for sums of independent random variables with random coefficients
• Randomly weighted sums of subexponential random variables with application to ruin theory
• On the asymptotic behavior of randomly weighted averages
• Randomly weighted average with Dirichlet component proportions
• Limit Theorems for Moving Averages with Random Coefficients and Heavy-Tailed Noise

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