Exact Rates of Convergence to a Stable Law (Q4948573)

Let \(X_1, X_2,\dots\) be independent random variables with common distribution function \(F\). Assume that \(F\) is in the domain of attraction of a stable law with index less than 2, that is, \[ \lim_{t\to\infty} \frac{1-F(tx)+ F(-tx)} {1-F(t)+ F(-t)}= x^{-\alpha}, \quad x>0, \qquad \lim_{t\leftarrow \infty} \frac{1-F(t)} {1-F(t)+ F(-t)}= p, \tag \(*\) \] for some parameters \(\alpha\in (0,2)\) and \(p\in [0,1]\). Then there exist \(a_n> 0\) and \(b_n\in \mathbb{R}\) such that \[ \lim_{n\to \infty} P \Biggl\{ \sum_{i=1}^n X_i\mid a_n- b_n\leq x\Biggr\}= G_a(x) \tag \(**\) \] uniformly in \(x\), where \(G_\alpha\) is a stable distribution function. Assuming suitable second order regular variation conditions related to the domain of attraction conditions \((*)\), the authors derive exact uniform convergence rates in \((**)\).