Limit Theorems and Phase Transitions for Two Models of Summation of Independent Identically Distributed Random Variables with a Parameter

DOI10.1137/S0040585X97T987090zbMath1322.60011OpenAlexW2236443096MaRDI QIDQ5255335

Michael Grabchak, Stanislav Alekseevich Molchanov

Publication date: 15 June 2015

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t987090

zbMATH Keywords

phase transitionscentral limit theoremtempered stable distributionscontact modelstempered heavy tails

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (4)

On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes ⋮ Limit theorems for sums of random variables with mixture distribution ⋮ Domains of attraction for positive and discrete tempered stable distributions ⋮ Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes

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