Rates of convergence of \(\alpha\)-stable random motions (Q757965): Difference between revisions

The rate of convergence in terms of probabilistic metrics is investigated for \(n^{-1/\alpha}(G_ 1\circ...\circ G_ n)\to H_{\alpha}\), where \(\{G_ k\}\) is a sequence of i.i.d. random variables with values in the group M(d) of Euclidean motions of \({\mathbb{R}}^ d\) and \(H_{\alpha}\) is an \(\alpha\)-stable random motion. The first of the two main results extends \textit{Yu. S. Hohlov}'s estimate [Stability problems for stochastic models, Proc. 9th Int. Semin., Varna/Bulg. 1985, Lect. Notes Math. 1233, 1-10 (1987; Zbl 0624.60013)] of the uniform rate in the integral limit theorem. The second one gives the uniform rate of convergence in the local limit theorem. The technique involves the ideal metrics on the space of random motions.