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Approximation to stable law by the Lindeberg principle
Chen,Peng; Xu,Lihu
2019-12-15
Source PublicationJournal of Mathematical Analysis and Applications
ISSN0022-247X
Volume480Issue: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.

Keyworda Kolmogorov Forward Equation Asymmetric Α-stable Distribution Stable Central Limit Theorem The Lindeberg Principle
DOI10.1016/j.jmaa.2019.07.028
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaMathematics
WOS SubjectMathematics, Applied ; Mathematics
WOS IDWOS:000486563900003
PublisherACADEMIC PRESS INC ELSEVIER SCIENCE, 525 B ST, STE 1900, SAN DIEGO, CA 92101-4495
Scopus ID2-s2.0-85070696662
Fulltext Access
Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Corresponding AuthorXu,Lihu
AffiliationUniversity of Macau,Macao,Macao
First Author AffilicationUniversity of Macau
Corresponding Author AffilicationUniversity 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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