Convergence of semitypes
Convergence of semitypes
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发表时间:
1998
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通讯作者:
H. Scheffler
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作者:
M. Meerschaert;H. Scheffler
Convergence of types is a basic tool in limit theory for sums of random variables. In this paper we present the new concept of convergence of semitypes, which is the appropriate generalization for problems concerning domains of semistable attraction. We also show that the growth rate of the sampling sequence {kn} in a−1 n μn ∗ δ(sn)⇒ ν for a semistable but not stable limit law ν is uniquely determined by μ. AMS 1990 subject classification: 60F05.