On moments and tail behavior of v-stable random variables

In this paper a class of limiting probability distributions of normalized sums of a random number of i.i.d. random variables is considered. The representation of such distributions via stable laws and asymptotic behavior of their moments and tail probabilities are established.

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Year of publication:	1996
Authors:	Kozubowski, Tomasz J. ; Panorska, Anna K.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 29.1996, 4, p. 307-315
Publisher:	Elsevier
Keywords:	Random summation Tail behavior of a distribution Stable law Geometric stable law

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254674