On the rates of convergence to symmetric stable laws for distributions of normalized geometric random sums

DOI10.2298/FIL1910073HMaRDI QIDQ5863672zbMATH OpenOpenAlexFDO

Authors Tran Loc Hung, Phan Tri Kien

Publication date 3 June 2022

Published in Filomat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2298/fil1910073h

zbMATH Keywords

geometric random sumssymmetric stable lawsZolotarev's probability metricmandatory

Mathematics Subject Classification ID

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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Cited in

(7)

• An extension of Zolotarev's problem and some related results
• On the rate of convergence in limit theorems for negative-binomial random sums
• Convergence rate of random geometric sum distributions to the Laplace law
• On asymptotic behaviors and convergence rates related to weak limiting distributions of geometric random sums
• Bounds for convergence rate in laws of large numbers for mixed Poisson random sums
• On the rate of convergence in limit theorems for geometric sums
• On the rates of convergence in weak limit theorems for normalized geometric sums

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