Some remarks on the rate of convergence to stable laws

DOI10.1007/BF02465818zbMath0984.60031MaRDI QIDQ1567891

A. Juozulynas, Vygantas Paulauskas

Publication date: 3 February 2002

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

zbMATH Keywords

rates of convergencePareto distributionsmall perturbations of the Pareto density

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Related Items (9)

Non-integrable stable approximation by Stein's method ⋮ Slow convergence in generalized central limit theorems ⋮ Recurrence properties of a special type of heavy-tailed random walk ⋮ Approximation of stable law in Wasserstein-1 distance by Stein's method ⋮ A bound in the stable ($\alpha $), $1 < \alpha \le 2$, limit theorem for associated random variables with infinite variance ⋮ An application of the renormalization group method to stable limit laws ⋮ Stein's method for asymmetric \(\alpha \)-stable distributions, with application to the stable CLT ⋮ Approximation to stable law by the Lindeberg principle ⋮ An estimator of the tail index based on increment ratio statistics

Cites Work

• On the rate of convergence of sums of extremes to a stable law
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• Two-sided bounds on the rate of convergence to a stable law
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