V. Yu. Korolev, “On the convergence of distributions of random sums of independent random variables to stable laws”, Teor. Veroyatnost. i Primenen., 1997, Volume 42, Issue 4,Pages <nobr>818

This article is cited in 10 papers

Short Communications

On the convergence of distributions of random sums of independent random variables to stable laws

V. Yu. Korolev

M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Abstract: The paper gives the necessary and sufficient conditions for convergence of distributions of random sums of independent random variables to strictly stable laws.

Keywords: stable laws, Lindeberg condition, random sums.

Received: 10.06.1997

DOI: 10.4213/tvp2609