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

DOI10.1007/s00440-008-0198-yzbMath1191.60026OpenAlexW2170151701MaRDI QIDQ846746

Anja Janssen

Publication date: 9 February 2010

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

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

zbMATH Keywords

stable lawscentral limit theoremextreme value theorypower sumsinfinitely divisible laws\(l_p\) normsLevy measuresvon Mises representation

Mathematics Subject Classification ID

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

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Cites Work

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