Rates of convergence of -stable random motions

DOI10.1007/BF01258741zbMATH Open0724.60019MaRDI QIDQ757965FDOQ757965

J. E. Yukich, Svetlozar T. Rachev

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Monge–Kantorovich Mass Transference Problem and Its Stochastic Applications
• Uniform rates of convergence in extreme-value theory
• Stable distributions for asset returns
• Probability Metrics
• Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
• The central limit theorem for random motions of d-dimensional Euclidean space
• An ideal metric and the rate of convergence to a self-similar process
• The problem of stability in queueing theory
• Two-sided bounds on the rate of convergence to a stable law
• Estimates of the rate of convergence for max-stable processes
• METRIC DISTANCES IN SPACES OF RANDOM VARIABLES AND THEIR DISTRIBUTIONS
• Rates for the CLT via new ideal metrics
• Normal approximation - some recent advances
• Sharpening of the convergence rate in the multidimensional local limit theorem with stable limiting law
• The convolution metric d_g
• Convergence rates for the ultimate and pentultimate approximations in extreme-value theory
• On the Rate of Convergence in the Central Limit Theorem in Certain Banach Spaces

Cited In (6)

• Some limits related to random iterations of a lamplighter group
• Rate of convergence of stochastic processes with values in \(\mathbb {R}\)-trees and Hadamard manifolds
• Random walks in Euclidean space
• Modeling asset returns with alternative stable distributions^*
• Title not available (Why is that?)
• The accuracy of Gaussian approximations in nilpotent Lie groups

This page was built for publication: Rates of convergence of \(\alpha\)-stable random motions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q757965)