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Teoriya Veroyatnostei i ee Primeneniya, 2002, Volume 47, Issue 1, Pages 90–109
DOI: https://doi.org/10.4213/tvp2999 (Mi tvp2999) 		 
This article is cited in 19 scientific papers (total in 19 papers)

Merging to semistable laws

S. Csörgöa, Z. Megyesiab

a University of Szeged
b University of Michigan
Full-text PDF (2086 kB) Citations (19)
DOI: https://doi.org/10.4213/tvp2999
Abstract: We show that, despite the lack of asymptotic distributions in the usual sense, the distribution functions of suitably centered and normalized partial sums of independent and identically distributed random variables from the domain of geometric partial attraction of a semistable law merge together uniformly with a family of semistable distribution functions. More generally, even the corresponding, possibly lightly trimmed sums merge. Analogous merge results hold also for sample extremes. The main result is illustrated on generalized St. Petersburg games.
Keywords: semistable laws, domains of geometric partial attraction, merge, lightly trimmed sums, sample extremes, generalized St. Petersburg games.
Received: 16.08.1999
English version:
Theory of Probability and its Applications, 2003, Volume 47, Issue 1, Pages 17–33
DOI: https://doi.org/S0040585X97979470
Bibliographic databases:
Document Type: Article
Language: English
Citation: S. Csörgö, Z. Megyesi, “Merging to semistable laws”, Teor. Veroyatnost. i Primenen., 47:1 (2002), 90–109; Theory Probab. Appl., 47:1 (2003), 17–33
Citation in format AMSBIB
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\jour Theory Probab. Appl.
\yr 2003
\vol 47
\issue 1
\pages 17--33
\crossref{https://doi.org/S0040585X97979470}
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  • https://doi.org/10.4213/tvp2999
  • https://www.mathnet.ru/eng/tvp/v47/i1/p90
    • This publication is cited in the following 19 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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