On rates of convergence to infinitely divisible laws for dependent random variables

DOI10.2307/3315235zbMath0463.60027OpenAlexW2035009309MaRDI QIDQ3914141

No author found.

Publication date: 1980

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315235

zbMATH Keywords

central limit theoremdependent random variablesweak law of large numbersoperator methodinfinitely divisible lawsstable limitsLipschitz class

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Lipschitz (Hölder) classes (26A16) Rate of convergence, degree of approximation (41A25)

Cites Work

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• On the rate of approximation in the central limit theorem for dependent random variables and random vectors
• Martingale convergence to mixtures of infinitely divisible laws
• General theorems on rates of convergence in distribution of random variables I. General limit theorems
• General theorems on rates of convergence in distribution of random variables II. Applications to the stable limit laws and weak law of large numbers

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