Exact rates of convergence to a stable law

L. De Haan; L. Peng

doi:10.1112/S0024610799007346

Exact rates of convergence to a stable law

L. De Haan^*, L. Peng

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

9 Citations (Scopus)

Abstract

Let F be a non-lattice distribution function which lies in the domain of attraction of a non-normal stable distribution. Exact uniform convergence rates are obtained for the convergence of the normalised partial sums of random variables with distribution F. Second order regular variation conditions are assumed related to the domain of attraction conditions.

Original language	English
Pages (from-to)	1134-1152
Number of pages	19
Journal	Journal of the London Mathematical Society
Volume	59
Issue number	3
DOIs	https://doi.org/10.1112/S0024610799007346
Publication status	Published - Jun 1999
Externally published	Yes

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title = "Exact rates of convergence to a stable law",

abstract = "Let F be a non-lattice distribution function which lies in the domain of attraction of a non-normal stable distribution. Exact uniform convergence rates are obtained for the convergence of the normalised partial sums of random variables with distribution F. Second order regular variation conditions are assumed related to the domain of attraction conditions.",

author = "{De Haan}, L. and L. Peng",

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AB - Let F be a non-lattice distribution function which lies in the domain of attraction of a non-normal stable distribution. Exact uniform convergence rates are obtained for the convergence of the normalised partial sums of random variables with distribution F. Second order regular variation conditions are assumed related to the domain of attraction conditions.

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Exact rates of convergence to a stable law

Abstract

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