Central limit theorem and convergence to stable laws in Mallows distance

DOI10.3150/bj/1130077596zbMath1094.60014arXivmath/0406218OpenAlexW2156342952MaRDI QIDQ817972

Oliver Johnson, Richard J. Samworth

Publication date: 23 March 2006

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0406218

zbMATH Keywords

probability metric

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Related Items (13)

Mallows Distance Convergence for Extremes: Regeneration Approach ⋮ A note on the Lindeberg condition for convergence to stable laws in Mallows distance ⋮ Inference for Empirical Wasserstein Distances on Finite Spaces ⋮ Conditions for equivalence between Mallows distance and convergence to stable laws ⋮ Approximation of stable law in Wasserstein-1 distance by Stein's method ⋮ On Asymptotics of the Beta Coalescents ⋮ Convergence to Fréchet distribution via Mallows distance ⋮ Convergence to stable laws in Mallows distance for mixing sequences of random variables ⋮ Asymptotics for heavy-tailed renewal-reward processes and applications to risk processes and heavy traffic networks ⋮ Empirical optimal transport on countable metric spaces: distributional limits and statistical applications ⋮ Approximation to stable law by the Lindeberg principle ⋮ Lévy area without approximation ⋮ A unified approach to Stein's method for stable distributions

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