On the rates of convergence to symmetric stable laws for distributions of normalized geometric random sums
Keyword(s):
Let X1,X2,... be a sequence of independent, identically distributed random variables. Let ?p be a geometric random variable with parameter p?(0,1), independent of all Xj, j ? 1: Assume that ? : N ? R+ is a positive normalized function such that ?(n) = o(1) when n ? +?. The paper deals with the rate of convergence for distributions of randomly normalized geometric random sums ?(?p) ??p,j=1 Xj to symmetric stable laws in term of Zolotarev?s probability metric.
2013 ◽
Vol 18
(2)
◽
pp. 129-142
◽
2021 ◽
Vol 73
(1)
◽
pp. 62-67
1998 ◽
Vol 89
(5)
◽
pp. 1495-1506
◽
2012 ◽
Vol 49
(4)
◽
pp. 1188-1193
◽
Keyword(s):
2020 ◽
Vol 22
(4)
◽
pp. 415-421
1968 ◽
Vol 64
(2)
◽
pp. 485-488
◽
2017 ◽
Vol 57
(2)
◽
pp. 244-258
◽