A general correlation inequality and the almost sure local limit theorem for random sequences in the domain of attraction of a stable law

DOI10.1016/j.spa.2013.12.002zbMath1282.60019arXiv1312.2208MaRDI QIDQ2436791

Rita Giuliano, Zbigniew S. Szewczak

Publication date: 26 February 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.2208

zbMATH Keywords

characteristic function; domain of attraction; stable law; correlation inequality; almost sure local limit theorem

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

62H20: Measures of association (correlation, canonical correlation, etc.)

Related Items

Classical and almost sure local limit theorems, Almost sure local limit theorem for the Dickman distribution

Cites Work

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• Relative stability in strictly stationary random sequences
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• Almost Sure Local Limit Theorems with Rate
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• A sharp correlation inequality with an application to almost sure local limit theorem