A Note on Domains of Partial Attraction

R. A. Maller

doi:10.1214/aop/1176994727

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Home > Journals > Ann. Probab. > Volume 8 > Issue 3 > Article

June, 1980 A Note on Domains of Partial Attraction

R. A. Maller

Ann. Probab. 8(3): 576-583 (June, 1980). DOI: 10.1214/aop/1176994727

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Abstract

We attempt to relate the domains of partial attraction for sums of i.i.d. random variables to some properties of a generalised regular variation. We give a new characterisation of the domain of partial attraction of the normal distribution and new sufficient conditions for a distribution to belong to a domain of partial attraction.

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R. A. Maller. "A Note on Domains of Partial Attraction." Ann. Probab. 8 (3) 576 - 583, June, 1980. https://doi.org/10.1214/aop/1176994727

Information

Published: June, 1980

First available in Project Euclid: 19 April 2007

zbMATH: 0447.60019

MathSciNet: MR573293

Digital Object Identifier: 10.1214/aop/1176994727

Subjects:

Primary: 60F05

Secondary: 60G50

Keywords: domains of attraction , Infinitely divisible distributions , partial attraction , Polya peaks , regular variation , sums of random variables