Rates of convergence in the operator-stable limit theorem (Q1908204)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rates of convergence in the operator-stable limit theorem |
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Rates of convergence in the operator-stable limit theorem (English)
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20 March 1996
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When one deals with random vectors, then the normalizations by linear operators (matrices in \(\mathbb{R}^d\)) seem to be the most natural [see the reviewer and \textit{J. D. Mason}, ``Operator-limit distributions in probability theory'' (J. Wiley, New York, 1993)]. For i.i.d. summands it leads to the operator-stable distributions that are characterized by their operator exponents. The authors study speed of convergence to operator-stable distributions under different kinds of probability metrics. In particular, they introduce a new metric depending on the operator exponent.
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operator-stability
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probability metrics
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rate of convergence
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convergence to operator-stable distributions
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