RATE OF CONVERGENCE TO ALPHA STABLE LAW USING ZOLOTAREV DISTANCE : TECHNICAL REPORT - Archive ouverte HAL
Rapport (Rapport De Recherche) Année : 2017

RATE OF CONVERGENCE TO ALPHA STABLE LAW USING ZOLOTAREV DISTANCE : TECHNICAL REPORT

Résumé

This paper considers the question of the rate of convergence to α-stable laws, using arguments based on the Zolotarev distance to prove bounds. We provide a rate of convergence to α-stable random variable where 1 < α < 2, in the generalized CLT, that is, for the partial sums of independent identically distributed random variables which are not assumed to be square integrable. This work is a technical report based on the Zolotarev paper in [1].
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Dates et versions

hal-01672804 , version 1 (27-12-2017)

Identifiants

  • HAL Id : hal-01672804 , version 1

Citer

Solym Manou-Abi. RATE OF CONVERGENCE TO ALPHA STABLE LAW USING ZOLOTAREV DISTANCE : TECHNICAL REPORT. [Research Report] CUFR de Mayotte et IMAG Montpellier, France. 2017. ⟨hal-01672804⟩
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