Merging of linear combinations to semistable laws

DOI10.1007/s10959-007-0138-2zbMath1173.60306OpenAlexW1973639824WikidataQ64023166 ScholiaQ64023166MaRDI QIDQ842393

Péter Kevei, Sándor Csörgö

Publication date: 25 September 2009

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-007-0138-2

zbMATH Keywords

linear combinationsdomains of geometric partial attractionmerge theoremspooling strategiessemistable laws

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05)

Related Items (6)

Strong renewal theorem and local limit theorem in the absence of regular variation ⋮ Darling-Kac theorem for renewal shifts in the absence of regular variation ⋮ Domains of operator semi-attraction of probability measures on Banach spaces ⋮ A note on asymptotics of linear combinations of IID random variables ⋮ Merging asymptotic expansions for semistable random variables ⋮ Limit theorems for wobbly interval intermittent maps

Cites Work

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• Merging asymptotic expansions for cooperative gamblers in generalized St. Petersburg games
• A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
• Laws of large numbers for cooperative St. Petersburg gamblers
• Pooling strategies for St. Petersburg gamblers
• Generalized \(n\)-Paul paradox
• Merging to Semistable Laws
• On the Extension of the Class of Stable Distributions

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