The class of limit laws for stochastically compact normed sums

DOI10.1214/aop/1176993445zbMath0519.60014OpenAlexW2034738895MaRDI QIDQ1054350

William E. Pruitt

Publication date: 1983

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993445

zbMATH Keywords

weak convergenceinfinitely divisible lawsLevy measurestochastic compactnessnormed sums

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (9)

The Hurst phenomenon and the rescaled range statistic ⋮ A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables ⋮ Erratum to: The asymptotic distribution of self-normalized triangular arrays ⋮ Matrix normalised stochastic compactness for a Lévy process at zero ⋮ Stochastic compactness of distributions of sums of independent random variables with finite variances ⋮ On concentration functions of random variables ⋮ The asymptotic distribution of magnitude trimmed sums for distributions in the Feller class ⋮ The asymptotic distribution of self-normalized triangular arrays ⋮ Extreme values and a Gaussian central limit theorem

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