Conditions for equivalence between Mallows distance and convergence to stable laws
type: Item
instance of: scholarly article
title: Conditions for equivalence between Mallows distance and convergence to stable laws
zbMATH Open document ID: 1265.60014
published in: Acta Mathematica Hungarica
publication date: 2012-02-13T00:00:00Z
review text: Convergence in Mallows distance is of particular interest when heavy-tailed distributions are considered. For \(1 < \alpha < 2\), it constitutes an alternative technique to derive central-limit-type theorems for non-Gaussian \(\alpha\)-stable laws. In this note, the authors further explore the connection between Mallows distance and convergence in distribution. Conditions for their equivalence are presented.
reviewed by: Ludwig Paditz
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 6006163
zbMATH Keywords: Mallows distance
zbMATH Keywords: stable laws
zbMATH Keywords: convergence in distribution
author: Chang C. Y. Dorea
author: Débora B. Ferreira
MaRDI profile type: Publication
full work available at URL: s10474-011-0101-7
OpenAlex ID: W2093546287
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DOI: 10.1007/S10474-011-0101-7
description: scientific article; zbMATH DE number 6006163