On moments and tail behavior of v-stable random variables

Tomasz J. Kozubowski and Anna K. Panorska

Statistics & Probability Letters, 1996, vol. 29, issue 4, 307-315

Abstract: In this paper a class of limiting probability distributions of normalized sums of a random number of i.i.d. random variables is considered. The representation of such distributions via stable laws and asymptotic behavior of their moments and tail probabilities are established.

Keywords: Random; summation; Tail; behavior; of; a; distribution; Stable; law; Geometric; stable; law (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (2)

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