On a Local Limit Theorem Concerning Variables in the Domain of Normal Attraction of a Stable Law of Index $\alpha, 1 < \alpha < 2$
Basu, Sujit K.
Ann. Probab., Tome 4 (1976) no. 6, p. 486-489 / Harvested from Project Euclid
Let $\{X_n\}$ be a sequence of independent and identically distributed random variables with $EX_1 = 0$. Suppose that there exists a constant $a > 0$, such that $Z_n = (an^r)^{-1}(X_1 + X_2 + \cdots + X_n)$ converges in law to a stable distribution function (df) $V(x)$ as $n \rightarrow \infty$. If, in addition, we assume that the characteristic function of $X_1$ is absolutely integrable in $m$th power for some integer $m \geqq 1$, then for all large $n$, the df $F_n$ of $Z_n$ is absolutely continuous with a probability density function (pdf) $f_n$ such that the relation $$\lim_{n\rightarrow\infty}|x\|f_n(x) - \nu(x)| = 0$$ holds uniformly in $x, -\infty < x < \infty$, where $v$ is the pdf of $V$.
Publié le : 1976-06-14
Classification:  Domain of normal attraction,  stable law,  60F05,  60E05,  62E15
@article{1176996099,
     author = {Basu, Sujit K.},
     title = {On a Local Limit Theorem Concerning Variables in the Domain of Normal Attraction of a Stable Law of Index $\alpha, 1 < \alpha < 2$},
     journal = {Ann. Probab.},
     volume = {4},
     number = {6},
     year = {1976},
     pages = { 486-489},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996099}
}
Basu, Sujit K. On a Local Limit Theorem Concerning Variables in the Domain of Normal Attraction of a Stable Law of Index $\alpha, 1 < \alpha < 2$. Ann. Probab., Tome 4 (1976) no. 6, pp.  486-489. http://gdmltest.u-ga.fr/item/1176996099/