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The Bounds Based on the Functions of Observations for Maximum of Stable Law
Published online by Cambridge University Press: 20 November 2018
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Gnedenko and Kolmogorov [3, pp. 181-182] have shown that if Xn with law F(x) belong to the domain of normal attraction of a stable law of index 0<α<2, i.e. if partial sum Sn/an1/α converges in distribution to some stable law Vα, a>0 then there exist c1 and c2 such that
and
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- Copyright © Canadian Mathematical Society 1972