1981
DOI: 10.1214/aop/1176994367
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Convergence to a Stable Distribution Via Order Statistics

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Cited by 173 publications
(113 citation statements)
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“…We can now state the representation which we will use. This result follows from [9] (for more details, see [10]). More generally, it is known (cf.…”
mentioning
confidence: 52%
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“…We can now state the representation which we will use. This result follows from [9] (for more details, see [10]). More generally, it is known (cf.…”
mentioning
confidence: 52%
“…Let us denote by \/y* the decreasing rearrangement of the collection (| a, IV1}, \ i < k, j G N}. The distribution of (\/y¡*)¡>\ is the same as that of (l/I\),->i (cf., e.g., [9]). Hence, \YZ(y*)~x/pej\\, which is equal to 112a, Z, 11 (since (e,) is a symmetric basis), has the same distribution as ||Z,||.…”
Section: «2ki-mentioning
confidence: 99%
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“…If p îs symmetric p-stable with the spectral measure a then by (4) and (7) (2) For symmetric p-stable random variable on R with characteristic function exp(-|i*|p) we have Pi\X\ < t) < ^_1T(1 + 1/p)/ because T(l + l/p)/7r is precisely the value of the density at zero, hence the constant ApBPir) must tend to infinity at least like T(l + 1/p) when p -» 0.…”
Section: Estimation Of Constantsmentioning
confidence: 99%
“…The purpose of this note is both to extend ( 1 ) to the case of symmetric Testable measures, 0 < p < 2, and to give another proof for (1). Our method consists in using a series representation of stable random vectors obtained in [4].…”
Section: Introduction and Preliminary Factsmentioning
confidence: 99%