Rates of convergence of \(\alpha\)-stable random motions

DOI10.1007/BF01258741zbMath0724.60019MaRDI QIDQ757965

Joseph E. Yukich, Svetlozar T. Rachev

Publication date: 1991

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

zbMATH Keywords

rate of convergencestable distributionslocal limit theoremEuclidean motionsintegral limit theoremprobabilistic metrics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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The accuracy of Gaussian approximations in nilpotent Lie groups ⋮ Modeling asset returns with alternative stable distributions^* ⋮ Random walks in Euclidean space ⋮ Some limits related to random iterations of a lamplighter group

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