Limit laws for power sums and norms of i.i.d. samples

DOI10.1007/S00440-008-0198-YzbMATH Open1191.60026OpenAlexW2170151701MaRDI QIDQ846746FDOQ846746

Authors: Anja Janssen 

Publication date: 9 February 2010

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-008-0198-y

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zbMATH Keywords

central limit theoremextreme value theorypower sumsstable lawsinfinitely divisible laws\(l_p\) normsLevy measuresvon Mises representation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cites Work

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• The Influence of the Maximum Term in the Addition of Independent Random Variables
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• Fluctuations of the free energy in the REM and the \(p\)-spin SK models
• Limit theorems for sums of random exponentials
• Limit laws for norms of IID samples with Weibull tails
• Über den zentralen Grenzwertsatz der Wharscheinlichkeitsrechnung
• Limit distributions of norms of vectors of positive i. i. d. random variables

Cited In (10)

• Limit laws for norms of IID samples with Weibull tails
• Limit Theorems for Random Exponentials: The Bounded Support Case
• Complex random energy model: zeros and fluctuations
• Limit distributions of norms of vectors of positive i. i. d. random variables
• Limit laws for the norms of extremal samples
• Nonstandard limit theorem for infinite variance functionals
• Consistency of \(p\)-norm based tests in high dimensions: characterization, monotonicity, domination
• Power limits for central order statistics. I. Continuous limit laws
• Stable limit laws for the parabolic Anderson model between quenched and annealed behaviour
• Functional limit theorems for sums of independent geometric Lévy processes

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