Conditions for equivalence between Mallows distance and convergence to stable laws (Q663044): Difference between revisions
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English | Conditions for equivalence between Mallows distance and convergence to stable laws |
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Conditions for equivalence between Mallows distance and convergence to stable laws (English)
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13 February 2012
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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.
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Mallows distance
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stable laws
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convergence in distribution
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