Fractional Edgeworth expansions for one-dimensional heavy-tailed random variables and applications

DOI10.1214/23-ejp996arXiv2101.01609MaRDI QIDQ6137377

Wioletta M. Ruszel, Leandro Chiarini, Milton D. Jara

Publication date: 1 September 2023

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

Full work available at URL: https://arxiv.org/abs/2101.01609

zbMATH Keywords

fluctuationsstable distributionspotential kernellocal central limit theoremheavy-tailed random walksdiscrete stochastic linear stochastic equationsfractional Edgeworth expansion

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50) Probabilistic potential theory (60J45) Stable stochastic processes (60G52)

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