Weak convergence to the student and Laplace distributions

DOI10.1017/JPR.2015.13MaRDI QIDQ2804418zbMATHOpenAlexFDO

Authors Christian Schluter, Mark Trede

Publication date 29 April 2016

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.jap/1457470563

zbMATH Keywords

weak convergenceLaplace distributionscity-size growthhigh-frequency return process

Mathematics Subject Classification ID

Models of societies, social and urban evolution (91D10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Stochastic models in economics (91B70)

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Cites work

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• A moment estimator for the index of an extreme-value distribution
• Convergence of stochastic processes
• Distributional properties of the negative binomial Lévy process
• Estimating tails of probability distributions
• Multivariate generalized Laplace distribution and related random fields
• Statistics of Extremes
• Zipf's Law for Cities: An Explanation

Cited in

(8)

• Bounds for convergence rate in laws of large numbers for mixed Poisson random sums
• Convergence and inference for mixed Poisson random sums
• On the parametric description of log-growth rates of Romanian city sizes
• Second-order Chebyshev-Edgeworth and Cornish-Fisher expansions for distributions of statistics constructed from samples with random sizes
• From the central limit theorem to heavy-tailed distributions
• scientific article; zbMATH DE number 7470640 (Why is no real title available?)
• On weak convergence within a Lorenz ordering family of distributions
• Size distributions reconsidered

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