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.
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.bj/1251463287
Digital Object Identifier: doi:10.3150/08-BEJ177
Mathematical Reviews number (MathSciNet): MR2560259
Zentralblatt MATH identifier: 05815961
References
[1] Johnson, O. and Samworth, R. (2005). Central limit theorem and convergence to stable laws in Mallows distance. Bernoulli 11 829–845.
Mathematical Reviews (MathSciNet): MR2172843
Digital Object Identifier: doi:10.3150/bj/1130077596
Project Euclid: euclid.bj/1130077596
[2] Samorodnitsky, G. and Taqqu, M.S. (1994). Stable Non-Gaussian Random Processes. Boca Raton, FL: Chapman & Hall.
Mathematical Reviews (MathSciNet): MR1280932
Zentralblatt MATH: 0925.60027
2012 © Bernoulli Society for Mathematical Statistics and Probability
