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Exact Rates of Convergence to a Stable Law
Author(s) -
de Haan L.,
Peng L.
Publication year - 1999
Publication title -
journal of the london mathematical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.441
H-Index - 62
eISSN - 1469-7750
pISSN - 0024-6107
DOI - 10.1112/s0024610799007346
Subject(s) - convergence (economics) , mathematics , law , mathematical economics , economics , political science , economic growth
Let F be a non‐lattice distribution function which lies in the domain of attraction of a non‐normal stable distribution. Exact uniform convergence rates are obtained for the convergence of the normalised partial sums of random variables with distribution F . Second order regular variation conditions are assumed related to the domain of attraction conditions.