Natural estimates of the accuracy of approximation of the distributions of random sums by location mixtures of stable laws

DOI10.1023/B:JOTH.0000036315.45324.70zbMATH Open1071.60016OpenAlexW1999228728MaRDI QIDQ1781710FDOQ1781710

V. Yu. Korolev, T. R. Kashaev

Publication date: 28 June 2005

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:joth.0000036315.45324.70

zbMATH Keywords

weak convergenceprobability metricsL\(\acute e\)vy distance

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)

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