On the asymptotic behaviour of the integral \(\int_0^\infty e^{itx}\left(\frac{1}{x^\alpha}-\frac{1}{[x^\alpha]+1}\right)dx (t\to 0)\) and rates of convergence to \(\alpha\)-stable limit laws (Q5945533): Difference between revisions
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Latest revision as of 09:59, 30 July 2024
scientific article; zbMATH DE number 1657107
Language | Label | Description | Also known as |
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English | On the asymptotic behaviour of the integral \(\int_0^\infty e^{itx}\left(\frac{1}{x^\alpha}-\frac{1}{[x^\alpha]+1}\right)dx (t\to 0)\) and rates of convergence to \(\alpha\)-stable limit laws |
scientific article; zbMATH DE number 1657107 |
Statements
On the asymptotic behaviour of the integral \(\int_0^\infty e^{itx}\left(\frac{1}{x^\alpha}-\frac{1}{[x^\alpha]+1}\right)dx (t\to 0)\) and rates of convergence to \(\alpha\)-stable limit laws (English)
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2 June 2002
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The behavior of the exponential sums of special kind is studied in a small neighbourhood of \(t=0\) for the values of the parameter \(0<\alpha\leq 1\). The main result yields an exact estimate of the remainder term in the corresponding Tauberian theorem. The obtained asymptotic relations provide optimal uniform rates of convergence in limit theorems for partial sums of independent random variables with common distribution function.
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Fourier-Stieltjes transform
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exponential sums
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Fourier integrals
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Tauberian theorem
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