Notes on the applicability of contraction method for stable limit laws

  • We presented a proof for the classical stable limit laws under use of contraction method in combination with the Zolotarev metric. Furthermore, a stable limit law was proved for scaled sums of growing into sequences. This limit law was alternatively formulated for sequences of random variables defined by a simple degenerate recursion.

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Author:Bastian Werth
Referee:Ralph NeiningerORCiDGND
Document Type:diplomthesis
Date of Publication (online):2010/09/17
Year of first Publication:2010
Publishing Institution:Universitätsbibliothek Johann Christian Senckenberg
Granting Institution:Johann Wolfgang Goethe-Universität
Release Date:2010/09/17
Institutes:Informatik und Mathematik / Mathematik
Dewey Decimal Classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
Licence (German):License LogoDeutsches Urheberrecht