Series representation for semistable laws and their domains of semistable attraction

DOI10.1007/BF02214258zbMath0876.60014OpenAlexW2090651866MaRDI QIDQ1356614

Mark M. Meerschaert, Hans-Peter Scheffler

Publication date: 10 November 1997

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02214258

zbMATH Keywords

order statisticsregular variationPoisson processtrimmed sumsself-normalized sumssemistable lawsdomains of semistable attractionLePage series representation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Convergence of probability measures (60B10)

Related Items

Semi-stable distributions in free probability theory, Series representation for operator semistable laws and domains of normal attraction, A simple robust estimation method for the thickness of heavy tails

Cites Work

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