A probabilistic approach to domains of partial attraction

DOI10.1016/0196-8858(90)90012-NMaRDI QIDQ749993zbMATH OpenOpenAlexFDO

Authors Sándor Csörgő

Publication date 1990

Published in Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0196-8858(90)90012-n

zbMATH Keywords

infinitely divisible lawdomain of partial attractionanalytic conditionsasymptotic distribution of sumsGnedenko's transitivity theoremindependent Poisson processes

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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Cites work

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• A limit theorem which clarifies the ‘Petersburg Paradox'
• A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
• Sur l'ensemble de puissances d'une loi de probabilité
• The asymptotic distribution of extreme sums
• The asymptotic distribution of trimmed sums
• The domain of partial attraction of a Poisson law

Cited in

(15)

• scientific article; zbMATH DE number 3038478 (Why is no real title available?)
• A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
• Asymptotic normality and subsequential limits of trimmed sums
• scientific article; zbMATH DE number 783518 (Why is no real title available?)
• An almost sure functional limit theorem for the domain of geometric partial attraction of semistable laws
• A procedure for outlier identification in data sets from continuous distributions
• The domain of partial attraction of an infinitely divisible law without a normal component
• scientific article; zbMATH DE number 1528678 (Why is no real title available?)
• Trimmed sums from the domain of geometric partial attraction of semistable laws
• scientific article; zbMATH DE number 4149251 (Why is no real title available?)
• An approximation to infinitely divisible laws
• The domain of partial attraction of a Poisson law
• scientific article; zbMATH DE number 16081 (Why is no real title available?)
• An almost sure limit theorem for random sums of independent random variables in the domain of attraction of a semistable law
• Ratios of trimmed sums and order statistics

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