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An extreme-sum approximation to infinitely divisible laws without a normal component

Part of the Lecture Notes in Mathematics book series (LNM,volume 1391)

Keywords

  • Normal Component
  • Divisible Distribution
  • Extreme Element
  • Infinitely Divisible
  • Stable Random Variable

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References

  1. M. CSÖRGŐ, S. CSÖRGŐ, L. HORVÁTH, and D.M. MASON: Normal and stable convergence of integral functions of the empirical distribution function, Ann. Probab., 14(1986), 86–118.

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  2. S.CSÖRGŐ: Notes on extreme and self-normalised sums from the domain of attraction of a stable law, J. London Math. Soc., to appear.

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  3. S.CSÖRGŐ, E.HAEUSLER, and D.M.MASON: A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables, Adv. in Appl. Math., 9(1988), to appear.

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  6. P. HALL: On the extreme terms of a sample from the domain of attraction of a stable law, J. London Math. Soc. (2), 18(1978), 181–191.

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© 1989 Springer-Verlag

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Csörgő, S. (1989). An extreme-sum approximation to infinitely divisible laws without a normal component. In: Cambanis, S., Weron, A. (eds) Probability Theory on Vector Spaces IV. Lecture Notes in Mathematics, vol 1391. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083379

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  • DOI: https://doi.org/10.1007/BFb0083379

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51548-7

  • Online ISBN: 978-3-540-48244-4

  • eBook Packages: Springer Book Archive