On the Convergence Rate in “The Exact Asymptotics” for Random Variables with a Stable Distribution
In the note, we present the conditions under which relations of the type hold, where a random variable Y α has a stable distribution, C is a constant, and nonnegative functions r , f and g satisfy certain conditions. The obtained results allow to make more precise and to complement results, related...
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Veröffentlicht in: | Journal of mathematical sciences (New York, N.Y.) N.Y.), 2023-07, Vol.273 (5), p.832-843 |
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Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | In the note, we present the conditions under which relations of the type
hold, where a random variable
Y
α
has a stable distribution,
C
is a constant, and nonnegative functions
r
,
f
and
g
satisfy certain conditions. The obtained results allow to make more precise and to complement results, related to the convergence rate in the so called “exact asymptotics.” |
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ISSN: | 1072-3374 1573-8795 |
DOI: | 10.1007/s10958-023-06545-4 |