Error Estimates for the Weak Convergence to Certain Infinitely Divisible Laws
Hern, Thomas A.
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 1592-1602 / Harvested from Project Euclid
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Let $F_n$ denote the distribution function of the $n$th row sum of a triangular array of infinitesimal, rowwise independent random variables, and let $F^\ast$ denote the limiting infinitely divisible distribution function. Bounds are obtained for $\sup_{-\infty < x < \infty} |F_n(x) - F^\ast(x)|$ in the case that the means are finite and also for the attraction to a stable law with exponent $\alpha \leqq 1$. Conditions for convergence of these bounds are given.
Publié le : 1972-10-14
Classification:  
@article{1177692391,
     author = {Hern, Thomas A.},
     title = {Error Estimates for the Weak Convergence to Certain Infinitely Divisible Laws},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 1592-1602},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692391}
}

Hern, Thomas A. Error Estimates for the Weak Convergence to Certain Infinitely Divisible Laws. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  1592-1602. http://gdmltest.u-ga.fr/item/1177692391/