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

Abstract : 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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https://hal.archives-ouvertes.fr/hal-01672804
Contributor : Solym Manou-Abi <>
Submitted on : Wednesday, December 27, 2017 - 11:52:25 AM
Last modification on : Friday, April 16, 2021 - 1:26:03 PM
Long-term archiving on: : Wednesday, March 28, 2018 - 12:20:22 PM

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  • HAL Id : hal-01672804, version 1

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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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