Corrections to the central limit theorem for heavy-tailed probability densities
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Publication:662876
DOI10.1007/s10959-011-0379-yzbMath1234.60028arXiv1103.4306WikidataQ108166510 ScholiaQ108166510MaRDI QIDQ662876
Damian Burch, Henry Lam, Martin Z. Bazant, Jose H. Blanchet
Publication date: 13 February 2012
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.4306
regular variation; central limit theorem; large deviations; Edgeworth expansion; heavy tail; power law
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Cites Work
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