Absolute Estimates of the Rate of Convergence to Stable Laws

DOI10.1137/1117091zbMATH Open0279.60019OpenAlexW1983991508MaRDI QIDQ4765792FDOQ4765792

Authors K. I. Satybaldina

Publication date 1972

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1117091

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

Cited in

(9)

• On the rate of convergence in the central limit theorem for distributions with regularly varying tails
• Rate of convergence in the multidimensional limit theorem with a stable limit law
• Two-sided bounds on the rate of convergence to a stable law
• General theorems on rates of convergence in distribution of random variables II. Applications to the stable limit laws and weak law of large numbers
• On a Berry-Esseen theorem for compound Poisson processes
• On the rate of convergence of sums of extremes to a stable law
• Berry-Esseen bounds and Diophantine approximation
• Moment-based tail index estimation
• The critical greedy server on the integers is recurrent

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