Rates of convergence of -stable random motions

DOI10.1007/BF01258741zbMATH Open0724.60019MaRDI QIDQ757965FDOQ757965

Authors Svetlozar T. Rachev, J. E. Yukich 

Publication date 1991

Published in Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

rate of convergencestable distributionslocal limit theoremEuclidean motionsintegral limit theoremprobabilistic metrics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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Cites work

• scientific article; zbMATH DE number 3866333 (Why is no real title available?)
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• scientific article; zbMATH DE number 4072024 (Why is no real title available?)
• scientific article; zbMATH DE number 4100398 (Why is no real title available?)
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• scientific article; zbMATH DE number 193337 (Why is no real title available?)
• An ideal metric and the rate of convergence to a self-similar process
• Convergence rates for the ultimate and pentultimate approximations in extreme-value theory
• Estimates of the rate of convergence for max-stable processes
• METRIC DISTANCES IN SPACES OF RANDOM VARIABLES AND THEIR DISTRIBUTIONS
• Normal approximation - some recent advances
• On the Rate of Convergence in the Central Limit Theorem in Certain Banach Spaces
• Probability Metrics
• Rates for the CLT via new ideal metrics
• Sharpening of the convergence rate in the multidimensional local limit theorem with stable limiting law
• Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
• Stable distributions for asset returns
• The Monge–Kantorovich Mass Transference Problem and Its Stochastic Applications
• The central limit theorem for random motions of d-dimensional Euclidean space
• The convolution metric d_g
• The problem of stability in queueing theory
• Two-sided bounds on the rate of convergence to a stable law
• Uniform rates of convergence in extreme-value theory

Cited in

(11)

• Modeling asset returns with alternative stable distributions^*
• Rate of convergence for sums and maxima and doubly ideal metrics
• Some limits related to random iterations of a lamplighter group
• scientific article; zbMATH DE number 219285 (Why is no real title available?)
• Domain of attraction of a stable law for the group of motions of Euclidean space
• Rate of convergence of stochastic processes with values in \(\mathbb {R}\)-trees and Hadamard manifolds
• scientific article; zbMATH DE number 4013618 (Why is no real title available?)
• The accuracy of Gaussian approximations in nilpotent Lie groups
• Domain of attraction of a stable law for the group of motions of Euclidean space
• Random walks in Euclidean space
• scientific article; zbMATH DE number 3844724 (Why is no real title available?)

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