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Zbl 1177.60031
Kevei, P.
Merging asymptotic expansions for semistable random variables.
(English)
[J] Lith. Math. J. 49, No. 1, 40-54 (2009). ISSN 0363-1672; ISSN 1573-8825/e

Summary: Merging asymptotic expansions are established for distribution functions from the domain of geometric partial attraction of a semistable law. The length of the expansion depends on the exponent of the semistable law and on the characteristic function of the underlying distribution. We obtain sufficient conditions for the quantile function in order to get real infinite asymptotic expansion. The results are generalizations of the existing theory in the stable case.
MSC 2000:
*60F05 Weak limit theorems
60E07 Infinitely divisible distributions

Keywords: merging asymptotic expansion; semistable law; domain of geometric partial attraction

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Scientific prize winners of the ICM 2010
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Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

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