Rate of convergence to alpha stable law using Zolotarev distance : technical report

2017/12/26 by Manou-Abi, Solym Mawaki
#60E07 #60F05 #60G52 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1712.09294

Abstract

This paper considers the question of the rate of convergence to α- stable laws, using arguments based on the Zolotarev distance to prove bounds. We provide a rate of convergence to α-stable random variable where 1 < α < 2, in the generalized CLT, that is, for the partial sums of independent identically distributed random variables which are not assumed to be square integrable. This work is a technical report based on the Zolotarev paper in [1].

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