The domain of partial attraction of an infinitely divisible law without a normal component (Q1902812)
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English | The domain of partial attraction of an infinitely divisible law without a normal component |
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The domain of partial attraction of an infinitely divisible law without a normal component (English)
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8 April 1996
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Working within the framework of Csörgö, Haeusler and Mason's `probabilistic approach' to the asymptotic distribution of sums of independent and identically distributed random variables, we completely characterize the domain of partial attraction of infinitely divisible distributions without a normal component. It turns out that an attracting distribution with a finite Lévy measure arises along subsequences of the positive integers in two qualitatively different ways, depending on whether a certain parameter associated with the measure is less than or greater than one. This dichotomy resolves an earlier indeterminacy in the overall characterization.
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infinitely divisible law without a normal component
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domain of partial attraction
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quantiles
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Lévy measure
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