Residential College | false |
Status | 已發表Published |
Approximation to stable law by the Lindeberg principle | |
Chen,Peng; Xu,Lihu | |
2019-12-15 | |
Source Publication | Journal of Mathematical Analysis and Applications |
ISSN | 0022-247X |
Volume | 480Issue:2Pages:123338 |
Abstract | By the Lindeberg principle, we develop in this paper an approximation to one dimensional (possibly) asymmetric α-stable distributions with α∈(0,2) in the smooth Wasserstein distance. It is the first time that the general stable central limit theorem is proved by the Lindeberg principle, and that this theorem with α∈(0,1] is proved by a new method other than Fourier analysis. Our main tools are a Taylor-like expansion and a Kolmogorov forward equation. |
Keyword | a Kolmogorov Forward Equation Asymmetric Α-stable Distribution Stable Central Limit Theorem The Lindeberg Principle |
DOI | 10.1016/j.jmaa.2019.07.028 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Mathematics |
WOS Subject | Mathematics, Applied ; Mathematics |
WOS ID | WOS:000486563900003 |
Publisher | ACADEMIC PRESS INC ELSEVIER SCIENCE, 525 B ST, STE 1900, SAN DIEGO, CA 92101-4495 |
Scopus ID | 2-s2.0-85070696662 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF MATHEMATICS |
Corresponding Author | Xu,Lihu |
Affiliation | University of Macau,Macao,Macao |
First Author Affilication | University of Macau |
Corresponding Author Affilication | University of Macau |
Recommended Citation GB/T 7714 | Chen,Peng,Xu,Lihu. Approximation to stable law by the Lindeberg principle[J]. Journal of Mathematical Analysis and Applications, 2019, 480(2), 123338. |
APA | Chen,Peng., & Xu,Lihu (2019). Approximation to stable law by the Lindeberg principle. Journal of Mathematical Analysis and Applications, 480(2), 123338. |
MLA | Chen,Peng,et al."Approximation to stable law by the Lindeberg principle".Journal of Mathematical Analysis and Applications 480.2(2019):123338. |
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