Small parameter behavior of families of distributions

Shaul K. Bar-Lev, Offer Kella and Andreas Löpker

Statistics & Probability Letters, 2013, vol. 83, issue 3, 783-789

Abstract: Motivated by and with the aim of generalizing (Bar-Lev and Enis, 1987), we identify various limit laws of certain centralizing transformations of families of random variables by establishing a nontrivial equivalence with limits of their Laplace–Stieltjes transforms evaluated at transformed values.

Keywords: Small time behavior; Small parameter behavior; Bernstein functions; Infinitely divisible distributions; Centralizing transformation (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2012.11.027

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