On the functional limits for partial sums under stable law
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Publication:840800
DOI10.1016/j.spl.2009.05.004zbMath1173.60012arXiv1006.1073MaRDI QIDQ840800
Khurelbaatar Gonchigdanzan, Kamil M. Kosiński
Publication date: 14 September 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1006.1073
60E07: Infinitely divisible distributions; stable distributions
60F17: Functional limit theorems; invariance principles
Cites Work
- Some limit theorems in log density
- An almost sure limit theorem for the product of partial sums with stable distribution
- Limit distributions for products of sums.
- Asymptotics for products of sums and \(U\)-statistics
- On the functional limits for sums of a function of partial sums
- A note on the invariance principle of the product of sums of random variables
- A note on the almost sure limit theorem for the product of partial sums
- Convergence of moments and related functional in the general central limit theorem in banach spaces
- A Comedy of Errors: The Canonical Form for a Stable Characteristic Function
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