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On Two Aproaches to Approximation of Multidimensional Stable Laws

โœ Scribed by Yu. Davydov; A.V. Nagaev

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
193 KB
Volume
82
Category
Article
ISSN
0047-259X

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โœฆ Synopsis

Each a-stable distribution can be approximated either by an a-stable distribution with a discrete Poisson spectrum or by a sum of i.i.d. random vectors. Here we give results on the accuracy that can be achieved under both these ways of approximation. They are purely theoretical and aim to outline possible direction of further investigations.

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