Limit Theorems For Sequences of Tempered Stable and Related Distributions
Probability
2013-06-11 v1
Abstract
In this paper we define the closure under weak convergence of the class of p-tempered {\alpha}-stable distributions. We give necessary and sufficient conditions for convergence of sequences in this class. Moreover, we show that any element in this class can be approximated by the distribution of a linear combination of elementary p-tempered {\alpha}-stable random variables.
Keywords
Cite
@article{arxiv.1201.6006,
title = {Limit Theorems For Sequences of Tempered Stable and Related Distributions},
author = {Michael Grabchak},
journal= {arXiv preprint arXiv:1201.6006},
year = {2013}
}