On the rate of convergence to the stable law
Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 1, pp. 183-190
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The paper investigates the convergence rate of distribution of centralized and normalized sum of i. i. d. random variables to the stable law with a parameter $\alpha\ne 1$.
@article{TVP_1980_25_1_a20,
author = {V. A. Egorov},
title = {On the rate of convergence to the stable law},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {183--190},
year = {1980},
volume = {25},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1980_25_1_a20/}
}
V. A. Egorov. On the rate of convergence to the stable law. Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 1, pp. 183-190. http://geodesic.mathdoc.fr/item/TVP_1980_25_1_a20/