An estimate of the remainder term in the integral limit theorem in the case of convergence to the stable law

Abstract

The abstracts (in two languages) can be found in the pdf file of the article.
 Original author name(s) and title in Russian and Lithuanian:
 А. А. Миталаускас. Оценка остаточного члена в интегральной предельной теореме в случае сходимости к устойчивому закону
 A. Mitalauskas. Liekamojo nario įvertinimas integralinėje ribinėje teoremoje konvergavimo į stabilų dėsnį atveju

Convergence-rate estimates for superpositions of independent stochastic processes with applications to estimation of the accuracy of approximation of the distributions of continuous-time random walks by fractional stable laws

“…'s F (x) and G α,θ (x) such that for some A > 0 and ε > 0 for all s ∈ (−ε, ε) the inequality |f (s) − g α (s)| ≤ A|s| r ν r (25) holds. In order to avoid extra notations, we just note that in various papers (see, e.g., [28,26,2,36,10,14]) various difference pseudomoments were used in the role of ν r .…”