scientific article; zbMATH DE number 69440

MaRDI QIDQ4014946zbMATH OpenFDO

Authors Ludger Rüschendorf, Svetlozar T. Rachev

Publication date 27 October 1992

zbMATH Keywords

\(\alpha\)-stable limiting distributiondoubly ideal metricsProkhorov metricrates of convergence

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Convergence of probability measures (60B10)

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Cited in

(4)

• Mass-transshipment problems and ideal metrics
• Von Mises conditions, \(\delta\)-neighborhoods and rates of convergence for maxima
• Remark on rates of convergence to extreme value distributions via the Stein equations
• On stochastic recursive equations of sum and max type

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