Discrete stable random variables

被引：28

作者：

Christoph, G ^{[1
]}

Schreiber, K ^{[1
]}

机构：

[1] Univ Magdeburg, Inst Math Stochast, Fak Math, D-39016 Magdeburg, Germany

来源：

STATISTICS & PROBABILITY LETTERS | 1998年 / 37卷 / 03期

关键词：

strictly stable and discrete stable random variables; explicit and asymptotic formulae for probabilities; rate of convergence;

D O I：

10.1016/S0167-7152(97)00123-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In Steutel and van Ham (1979) a discrete analogue of stable random variables was introduced. In the present note we consider some explicit and asymptotic formulae for the probabilities of discrete stable random variables and give rates for the convergence of sequences of certain discrete stable random variables to a stable one. (C) 1998 Elsevier Science B.V. All rights reserved.

引用

页码：243 / 247

页数：5

共 6 条

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[2] A TRIPTYCH OF DISCRETE-DISTRIBUTIONS RELATED TO THE STABLE LAW [J].

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[3]

Feller W., 1991, An Introduction to Probability Theory and Its Applications, VII

[4]

PETROV V.V., 1995, Limit Theorems of Probability Theory: Sequences of Independent Random Variables

[5] DISCRETE ANALOGS OF SELF-DECOMPOSABILITY AND STABILITY [J].

STEUTEL, FW ;

VANHARN, K .

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[6]

VANHARN K, 1982, Z WAHRSCHEINLICHKEIT, V61, P97

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