Abstract:
In the paper, new absolute estimates of the remainder terms in limit theorems for sums of independent identically distributed random variables are obtained in the case when the limit distribution is stable. In these estimates, new characteristics are utilized which are generalizations of distributions moments.
Citation:
K. I. Satybaldina, “Absolute estimates of the rate of convergence to stable laws”, Teor. Veroyatnost. i Primenen., 17:4 (1972), 773–775; Theory Probab. Appl., 17:4 (1973), 726–728
\Bibitem{Sat72}
\by K.~I.~Satybaldina
\paper Absolute estimates of the rate of convergence to stable laws
\jour Teor. Veroyatnost. i Primenen.
\yr 1972
\vol 17
\issue 4
\pages 773--775
\mathnet{http://mi.mathnet.ru/tvp4355}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=310949}
\zmath{https://zbmath.org/?q=an:0279.60019}
\transl
\jour Theory Probab. Appl.
\yr 1973
\vol 17
\issue 4
\pages 726--728
\crossref{https://doi.org/10.1137/1117091}
Linking options:
https://www.mathnet.ru/eng/tvp4355
https://www.mathnet.ru/eng/tvp/v17/i4/p773
This publication is cited in the following 10 articles:
Ya. S. Golikova, A. Yu. Zaitsev, “O tochnosti bezgranichno delimoi approksimatsii n-kratnykh svertok veroyatnostnykh raspredelenii”, Veroyatnost i statistika. 33, Zap. nauchn. sem. POMI, 515, POMI, SPb., 2022, 83–90
James R. Cruise, Andrew R. Wade, “The critical greedy server on the integers is recurrent”, Ann. Appl. Probab., 29:2 (2019)
I. Berkes, B. Borda, “Berry–Esseen Bounds and Diophantine Approximation”, Anal Math, 44:2 (2018), 149
Tucker McElroy, Dimitris N. Politis, “Moment-based tail index estimation”, Journal of Statistical Planning and Inference, 137:4 (2007), 1389
Arnold Janssen, David M. Mason, “On the rate of convergence of sums of extremes to a stable law”, Probab. Th. Rel. Fields, 86:2 (1990), 253
Peter Hall, “Two-sided bounds on the rate of convergence to a stable law”, Z. Wahrscheinlichkeitstheorie verw Gebiete, 57:3 (1981), 349
Peter Hall, “On the rate of convergence in the central limit theorem for distributions with regularly varying tails”, Z. Wahrscheinlichkeitstheorie verw Gebiete, 49:1 (1979), 1
M.J. Goovaerts, P. Van Goethem, “On a Berry-Esseen theorem for compound Poisson processes”, Journal of Computational and Applied Mathematics, 4:2 (1978), 93
P.L. Butzer, L. Hahn, “General theorems on rates of convergence in distribution of random variables II. Applications to the stable limit laws and weak law of large numbers”, Journal of Multivariate Analysis, 8:2 (1978), 202
K. I. Satybaldina, “On estimation of the rate of convergence in a limit theorem with a stable limit law”, Theory Probab. Appl., 18:1 (1973), 202–204