Rates of convergence in the operator-stable limit theorem

DOI10.1007/BF02213734zbMATH Open0841.60008OpenAlexW2076390141MaRDI QIDQ1908204FDOQ1908204

M. Maejima, Svetlozar T. Rachev

Publication date: 20 March 1996

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

Full work available at URL: https://doi.org/10.1007/bf02213734

zbMATH Keywords

rate of convergenceprobability metricsconvergence to operator-stable distributionsoperator-stability

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Functional limit theorems; invariance principles (60F17)

Cites Work

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• A bivariate stable characterization and domains of attraction
• Operator-Stable Probability Distributions on Vector Groups
• Operator-stable laws
• Probability Metrics
• Uniform Estimates of the Rate of Convergence in the Multi-Dimensional Central Limit Theorem
• Moments of distributions attracted to operator-stable laws
• The symmetry group and exponents of operator stable probability measures
• Moments of random vectors which belong to some domain of normal attraction
• Operator stable laws: Series representations and domains of normal attraction
• Operator-stable distributions and stable marginals
• A new ideal metric with applications to multivariate stable limit theorems

Cited In (5)

• On the rates of convergence for probability type operators sequence
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the rates of convergence of the q-Lupaş-Stancu operators
• Bounds for the Convergence Rate of Numerical Characteristics in Limit Theorems with Stable Limit Law

   Recommendations

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• Operator stable laws: Series representations and domains of normal attraction 👍 👎

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