Darling-Erdős theorems for normalized sums of i. i. d. variables close to a stable law

DOI10.1214/AOP/1022855652zbMath0943.60041OpenAlexW1527493561MaRDI QIDQ1307507

Jean Bertoin

Publication date: 4 September 2000

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022855652

zbMATH Keywords

convergence in distributionGumbel distributionstrictly stable lawspectrally negative Ornstein-Uhlenbeck processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50)

Related Items (5)

A general Darling-Erdős theorem in Euclidean space ⋮ Darling-Erdős theorem for self-normalized sums ⋮ On the asymptotic of the maximal weighted increment of a random walk with regularly varying jumps: the boundary case ⋮ Darling--Erd\H{o}s theorem for L\'evy processes at zero ⋮ Stationary Markov processes related to stable Ornstein-Uhlenbeck processes and the additive coalescent

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