Merging asymptotic expansions for semistable random variables

DOI10.1007/s10986-009-9035-yzbMath1177.60031WikidataQ64023165 ScholiaQ64023165MaRDI QIDQ1041397

Péter Kevei

Publication date: 2 December 2009

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-009-9035-y

zbMATH Keywords

semistable law; domain of geometric partial attraction; merging asymptotic expansion

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60F05: Central limit and other weak theorems

Related Items

Limit theorems for wobbly interval intermittent maps, Domains of operator semi-attraction of probability measures on Banach spaces, The accuracy of merging approximation in generalized St. Petersburg games, Strong renewal theorem and local limit theorem in the absence of regular variation

Cites Work

• The accuracy of merging approximation in generalized St. Petersburg games
• Merging of linear combinations to semistable laws
• Fourier analysis of semistable distributions
• Merging asymptotic expansions for cooperative gamblers in generalized St. Petersburg games
• A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
• Merging to Semistable Laws
• On the Extension of the Class of Stable Distributions
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