Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations

DOI10.1016/J.JKSS.2016.07.001zbMath1371.60042arXiv1602.02480OpenAlexW2498086350MaRDI QIDQ526970

V. Yu. Korolev, Alexander I. Zejfman

Publication date: 15 May 2017

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.02480

zbMATH Keywords

exponential distributioncentral limit theoremWeibull distributionLaplace distributionrandom sumMittag-Leffler distributionLinnik distributionhalf-normal distributionextreme order statisticnormal scale mixturesample with random sizestrictly stable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Limit theorems in probability theory (60F99)

Related Items (10)

On the rate of convergence in limit theorems for negative-binomial random sums ⋮ An extension of Zolotarev's problem and some related results ⋮ Competing risks driven by Mittag-Leffler distributions, under copula and time transformed exponential model ⋮ Limit Distributions for Doubly Stochastically Rarefied Renewal Processes and Their Properties ⋮ On asymptotic behaviors and convergence rates related to weak limiting distributions of geometric random sums ⋮ Generalized negative binomial distributions as mixed geometric laws and related limit theorems ⋮ Scale mixtures of Fréchet distributions as asymptotic approximations of extreme precipitation ⋮ Unnamed Item ⋮ On the rates of convergence to symmetric stable laws for distributions of normalized geometric random sums ⋮ Integral representation of the Mittag-Leffler function

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