Rate of Convergence to a Stable Law

DOI10.1137/S0036139998342715zbMath0985.60013MaRDI QIDQ2706080

Joseph B. Keller, Rachel Kuske

Publication date: 19 March 2001

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

stable lawsconvergence ratelimit lawsLevy distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

Related Items (14)

Discrimination of particulate matter emission sources using stochastic methods ⋮ Weak convergence of sequences from fractional parts of random variables and applications ⋮ Non-integrable stable approximation by Stein's method ⋮ Slow convergence in generalized central limit theorems ⋮ Reduced α-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise ⋮ On the Mean Square Displacement in Lévy Walks ⋮ The cutoff phenomenon for random birth and death chains ⋮ Approximation of stable law in Wasserstein-1 distance by Stein's method ⋮ A bound in the stable ($\alpha $), $1 < \alpha \le 2$, limit theorem for associated random variables with infinite variance ⋮ Stable central limit theorem in total variation distance ⋮ An application of the renormalization group method to stable limit laws ⋮ A robust \(\alpha \)-stable central limit theorem under sublinear expectation without integrability condition ⋮ Approximation to stable law by the Lindeberg principle ⋮ A unified approach to Stein's method for stable distributions

This page was built for publication: Rate of Convergence to a Stable Law