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On the Rate of Convergence to a Stable Law

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Publication:5904670
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DOI10.1112/jlms/s2-23.1.179zbMath0455.60023OpenAlexW1997424129MaRDI QIDQ5904670

Hall, Peter

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1112/jlms/s2-23.1.179


zbMATH Keywords

rate of convergenceasymptotic expansionstable lawBerry-Esseen bound


Mathematics Subject Classification ID

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


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A kernel bound for non-symmetric stable distribution and its applications ⋮ Harmonic mean, random polynomials and stochastic matrices. ⋮ Approximation of stable law in Wasserstein-1 distance by Stein's method ⋮ Two-sided bounds on the rate of convergence to a stable law ⋮ On the rate of convergence of sums of extremes to a stable law ⋮ Approximation to stable law by the Lindeberg principle



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