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A supplement to a theorem of Gut and Spa˘taru
- Source :
-
Journal of Mathematical Analysis & Applications . Jan2004, Vol. 289 Issue 2, p522. 8p. - Publication Year :
- 2004
-
Abstract
- Gut and Spa˘taru (J. Math. Anal. Appl. 248 (2000) 233–246) proved a precise asymptotic theorem for random variables in the normal domain of attraction of some stable distribution with exponent <f>α</f>, <f>1<α&les;2</f>. They also conjectured that the theorem should hold for the general case of the domain of attraction of a stable distribution. In this paper, we shall provide an example to deny their conjecture and study some further properties. [Copyright &y& Elsevier]
- Subjects :
- *ASYMPTOTES
*RANDOM variables
*LOGICAL prediction
*MATHEMATICS
Subjects
Details
- Language :
- English
- ISSN :
- 0022247X
- Volume :
- 289
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- Journal of Mathematical Analysis & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 11733870
- Full Text :
- https://doi.org/10.1016/j.jmaa.2003.08.036