A supplement to a theorem of Gut and Spataru

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:289

Article

Hu, ZH ; Su, C

关键词: precise asymptotic;    stable distribution;    domain of attraction;    regular variation;   

DOI  :  10.1016/j.jmaa.2003.08.036

来源: Elsevier

【 摘 要 】

Gut and Spataru (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 a, 1<= 2. 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. (C) 2003 Elsevier Inc. All rights reserved.

【 授权许可】

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