Infinitely Divisible Laws

Yuan Shih Chow and Henry Teicher
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Yuan Shih Chow: Columbia University, Department of Mathematics and Statistics
Henry Teicher: Rutgers University, Department of Statistics

Chapter 12 in Probability Theory, 1978, pp 412-445 from Springer

Abstract: Abstract It is a remarkable fact that the class of limit distributions of normed sums of i.i.d. random variables is severely circumscribed. If the underlying r.v.s, say {X n ,n ≥ 1} have merely absolute moments of order r, then for r ≥ 2 only the normal distribution can arise as a limit, while if 0

Keywords: Stable Distribution; Finite Variance; Continuity Point; Absolute Moment; Infinitely Divisible (search for similar items in EconPapers)
Date: 1978
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DOI: 10.1007/978-1-4684-0062-5_12

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