On a characterization of infinitely divisible distributions with Gaussian component
Probability
2015-08-25 v1
Abstract
We give a necessary and sufficient condition for symmetric infinitely divisible distribution to have Gaussian component. The result can be applied to approximation the distribution of finite sums of random variables. Particularly, it shows that for a large class of distributions with finite variance stable approximation appears to be better than Gaussian. keywords: infinitely divisible distributions; Gaussian component; approximations of sums of random variables.
Keywords
Cite
@article{arxiv.1508.05728,
title = {On a characterization of infinitely divisible distributions with Gaussian component},
author = {Lev B. Klebanov and Irina V. Volchenkova and Ashot V. Kakosyan},
journal= {arXiv preprint arXiv:1508.05728},
year = {2015}
}