Limit distributions of norms of vectors of positive i. i. d. random variables
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Publication:1872208
DOI10.1214/aop/1008956695zbMath1014.60015MaRDI QIDQ1872208
Publication date: 6 May 2003
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1008956695
central limit theorem; normal distribution; limit theorems; extreme value theory; independent identically distributed positive random variables; \(l_p\)-norm
60E07: Infinitely divisible distributions; stable distributions
60F05: Central limit and other weak theorems
60G70: Extreme value theory; extremal stochastic processes
60G50: Sums of independent random variables; random walks
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