On some Differences in Limit Theorems with a Normal or a Non-normal Stable Limit Law

✍ Scribed by G. Christoph

• Publisher: John Wiley and Sons
• Year: 1991
• Tongue: English
• Weight: 460 KB
• Volume: 153
• Category: Article
• ISSN: 0025-584X
• DOI: 10.1002/mana.19911530123

✦ Synopsis

Suppose that the distribution function of a standardized sum of independent identically distributed random variables tends to a stable law as n + co. Some differences in moments and pseudomoments, inequalities of the BERRY-ESSEEN-Type and asymptotic expansions are characterized when the limit law is either normal or non-normal stable.