A local limit theorem for attractions under a stable law-Reference-Cited by-同舟云学术

A local limit theorem for attractions under a stable law

Published:1980-01 Issue:1 Volume:87 Page:179-187
ISSN:0305-0041
Container-title:Mathematical Proceedings of the Cambridge Philosophical Society
language:en
Short-container-title:Math. Proc. Camb. Phil. Soc.

Author:

Basu Sujit K.,Maejima Makoto

Abstract

AbstractLet {Xn} be a sequence of independent random variables each having a common d.f. V1. Suppose that V1 belongs to the domain of normal attraction of a stable d.f. V0 of index α 0 ≤ α ≤ 2. Here we prove that, if the c.f. of X1 is absolutely integrable in rth power for some integer r > 1, then for all large n the d.f. of the normalized sum Zn of X1, X2, …, Xn is absolutely continuous with a p.d.f. vn such that

as n → ∞, where v0 is the p.d.f. of Vo.

Publisher

Cambridge University Press (CUP)

Subject

General Mathematics

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