Rates of convergence of α-stable random motions

S. T. Rachev; J. E. Yukich

doi:10.1007/BF01258741

Rates of convergence of α-stable random motions

S. T. Rachev, J. E. Yukich

Mathematics and Statistics

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

5 Scopus citations

Abstract

The rate-of-convergence problem in the central limit theorem is considered for α-stable distributions on the noncommutative group of motions in ℝ^d. The method used here is based on the theory of probability metrics.

Original language	English
Pages (from-to)	333-352
Number of pages	20
Journal	Journal of Theoretical Probability
Volume	4
Issue number	2
DOIs	https://doi.org/10.1007/BF01258741
State	Published - Apr 1991

Keywords

central limit theorem
group of motions in ℝ
rate-of-convergence problem
α-stable distributions

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10.1007/BF01258741

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title = "Rates of convergence of α-stable random motions",

abstract = "The rate-of-convergence problem in the central limit theorem is considered for α-stable distributions on the noncommutative group of motions in ℝd. The method used here is based on the theory of probability metrics.",

keywords = "central limit theorem, group of motions in ℝ, rate-of-convergence problem, α-stable distributions",

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year = "1991",

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AU - Yukich, J. E.

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KW - central limit theorem

KW - group of motions in ℝ

KW - rate-of-convergence problem

KW - α-stable distributions

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JO - Journal of Theoretical Probability

JF - Journal of Theoretical Probability

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Rates of convergence of α-stable random motions

Abstract

Keywords

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