The Bounds Based on the Functions of Observations for Maximum of Stable Law
Canadian mathematical bulletin, Tome 15 (1972) no. 2, pp. 285-287
Voir la notice de l'article provenant de la source Cambridge University Press
Gnedenko and Kolmogorov [3, pp. 181-182] have shown that if X n with law F(x) belong to the domain of normal attraction of a stable law of index 0<α<2, i.e. if partial sum S n/an1/α converges in distribution to some stable law Vα, a>0 then there exist c1 and c2 such that and
Basu, A. K.; Wasan, M. T. The Bounds Based on the Functions of Observations for Maximum of Stable Law. Canadian mathematical bulletin, Tome 15 (1972) no. 2, pp. 285-287. doi: 10.4153/CMB-1972-051-1
@article{10_4153_CMB_1972_051_1,
author = {Basu, A. K. and Wasan, M. T.},
title = {The {Bounds} {Based} on the {Functions} of {Observations} for {Maximum} of {Stable} {Law}},
journal = {Canadian mathematical bulletin},
pages = {285--287},
year = {1972},
volume = {15},
number = {2},
doi = {10.4153/CMB-1972-051-1},
url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-1972-051-1/}
}
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[1] 1. Doubleday, W. G., and Wasan, M. T., A note on the maximum of the time distribution of standard Brownian motion, Sankhyá, Ser. A, 32 (1970), 347-349. Google Scholar
[2] 2. Gnedenko, B. V., Sur la distribution limite du terme maximum d'une série aléatoire, Ann. Math. 44 (1943), 423-453. Google Scholar
[3] 3. Gnedenko, B. V. and Kolmogorov, A. N., Limit distributions for sums of independent random variables, Addison-Wesley, Reading, Mass., 1954. Google Scholar
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