A note on the Lindeberg condition for convergence to stable laws in Mallows distance
Euro G. Barbosa and Chang C.Y. Dorea
Source: Bernoulli Volume 15, Number 3 (2009), 922-924.
Abstract
We correct a condition in a result of Johnson and Samworth (Bernoulli 11 (2005) 829–845) concerning convergence to stable laws in Mallows distance. We also give an improved version of this result, setting it in the more familiar context of a Lindeberg-like condition.
Keywords: Lindeberg condition; Mallows distance; stable laws
Full-text: Access denied (no subscription detected)
We're sorry, but we are unable to provide you with the full text of this article because we are not able to identify you as a subscriber.
If you have a personal subscription to this journal, then please login. If you are already logged in, then you may need to update your profile to register your subscription. Read more about accessing full-text
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.bj/1251463287
Digital Object Identifier: doi:10.3150/08-BEJ177
References
[1] Johnson, O. and Samworth, R. (2005). Central limit theorem and convergence to stable laws in Mallows distance. Bernoulli 11 829–845.
[2] Samorodnitsky, G. and Taqqu, M.S. (1994). Stable Non-Gaussian Random Processes. Boca Raton, FL: Chapman & Hall.
2009 © Bernoulli Society for Mathematical Statistics and Probability
