Rate of convergence to a stable law

Authors
Kuske, R Keller, JB
Citation
R. Kuske et Jb. Keller, Rate of convergence to a stable law, SIAM J A MA, 61(4), 2000, pp. 1308-1323
Citations number
11
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON APPLIED MATHEMATICS
ISSN journal
00361399 → ACNP
Volume
61
Issue
4
Year of publication
2000
Pages
1308 - 1323
Database
ISI
SICI code
0036-1399(2000)61:4<1308:ROCTAS>2.0.ZU;2-2
Abstract
The rate of convergence to a stable law is determined for the probability d ensity of the normalized sum of n independent identically distributed rando m variables, as n. Methods are given for using these results to fit data to such a law.