On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables
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Publication:968474
DOI10.1016/j.spl.2010.01.020zbMath1198.60017OpenAlexW2072179145MaRDI QIDQ968474
Publication date: 5 May 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.01.020
domain of attractionstable distributionmoment inequalitylimit distribution of maximum sumsupremum of a stable process
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)
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Cites Work
- The law of the supremum of a stable Lévy process with no negative jumps
- Weak convergence of superpositions of randomly selected partial sums
- Limit Theorems for the Maximal Random Sums
- A limit theorem for random walks with drift
- On a Class of Limit Distributions for Normalized Sums of Independent Random Variables
- Maxima of sums of random variables and suprema of stable processes
- On certain limit theorems of the theory of probability