Title of article :
On Two Aproaches to Approximation of Multidimensional Stable Laws
Author/Authors :
Davydov، نويسنده , , Yu. and Nagaev، نويسنده , , A.V.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2002
Abstract :
Each α-stable distribution can be approximated either by an α-stable distribution with a discrete Poisson spectrum or by a sum of i.i.d. random vectors. Here we give results on the accuracy that can be achieved under both these ways of approximation. They are purely theoretical and aim to outline possible direction of further investigations.
Keywords :
Convergence in variation , weak convergence , Poisson spectral measure , Prokhorov distance , series representation of a stable vector
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis