Limit theorems and phase transitions for two models of summation of independent identically distributed random variables with a parameter

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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Cites work

Approximation of convolutions of probability distributions by infinitely divisible laws under weakened moment restrictions
CORRELATION FUNCTIONS AND INVARIANT MEASURES IN CONTINUOUS CONTACT MODEL
Do financial returns have finite or infinite variance? A paradox and an explanation
Domains of attraction to Tweedie distributions
Extreme value theory for random exponentials
Financial Modelling with Jump Processes
Fluctuations of the free energy in the REM and the \(p\)-spin SK models
Heavy-Tail Phenomena
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Inversions of Lévy measures and the relation between long and short time behavior of Lévy processes
Limit distributions for sums of independent random vectors. Heavy tails in theory and practice
Limit laws for sums of products of exponentials of iid random variables
Limit theorems and phase transitions for two models of summation of iid random variables depending on parameters
Limit theorems for sums of random exponentials
Multidimensional Version of the Second Uniform Limit Theorem of Kolmogorov
On a new class of tempered stable distributions: moments and regular variation
On the Rate of Approach of the Distributions of Sums of Independent Random Variables to Accompanying Distributions
On the Rate of Convergence in Kolmogorov’s Second Uniform Limit Theorem
On the Uniform Approximation of Distributions of Sums of Independent Random Variables
Portmanteau theorem for unbounded measures
Random walks with heavy tails and limit theorems for branching processes with migration and immigration
Stopped Random Walks
Tempered infinitely divisible distributions and processes
Tempered stable laws as random walk limits
Tempering stable processes
Understanding heavy tails in a bounded world or, is a truncated heavy tail heavy or not?

Cited in

(5)

Limit theorems for sums of random variables with mixture distribution
Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes
On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes
Limit theorems and phase transitions for two models of summation of iid random variables depending on parameters
Domains of attraction for positive and discrete tempered stable distributions

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