On two approaches to approximation of multidimensional stable laws

DOI10.1006/JMVA.2001.2014MaRDI QIDQ697476zbMATHOpenAlexFDO

Authors Yu. Davydov, Alexander V. Nagaev

Publication date 17 September 2002

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.2001.2014

zbMATH Keywords

spectral measureseries representationconvergence in variationmultivariate stableProkhorov distance

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Monte Carlo methods (65C05)

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Cited in

(12)

• A robust \(\alpha \)-stable central limit theorem under sublinear expectation without integrability condition
• Non-integrable stable approximation by Stein's method
• Analytical-numeric formulas for the probability density function of multivariate stable and geo-stable distributions
• Multivariate stable approximation by Stein's method
• Estimation of the bivariate stable spectral representation by the projection method
• Approximation of stable law in Wasserstein-1 distance by Stein's method
• Approximation of multidimensional stable densities
• Discussion of ``On simulation and properties of the stable law by L. Devroye and L. James
• Approximation to stable law by the Lindeberg principle
• scientific article; zbMATH DE number 1959495 (Why is no real title available?)
• Convex and star-shaped sets associated with multivariate stable distributions. I: Moments and densities
• Integral representations of one-dimensional projections for multivariate stable densities

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