A Note on Domains of Partial Attraction
Maller, R. A.
Ann. Probab., Tome 8 (1980) no. 6, p. 576-583 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
We attempt to relate the domains of partial attraction for sums of i.i.d. random variables to some properties of a generalised regular variation. We give a new characterisation of the domain of partial attraction of the normal distribution and new sufficient conditions for a distribution to belong to a domain of partial attraction.
Publié le : 1980-06-14
Classification:  Domains of attraction,  partial attraction,  regular variation,  Polya peaks,  infinitely divisible distributions,  sums of random variables,  60F05,  60G50 
@article{1176994727,
     author = {Maller, R. A.},
     title = {A Note on Domains of Partial Attraction},
     journal = {Ann. Probab.},
     volume = {8},
     number = {6},
     year = {1980},
     pages = { 576-583},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994727}
}

Maller, R. A. A Note on Domains of Partial Attraction. Ann. Probab., Tome 8 (1980) no. 6, pp.  576-583. http://gdmltest.u-ga.fr/item/1176994727/