Article contents
A simple proof of a random stable limit theorem
Published online by Cambridge University Press: 14 July 2016
Extract
Random stable limit theorems have been obtained by several authors, e.g., [3], [4]. The purpose of this note is to give a rather elementary proof of the basic version of this theorem. Our proof may be viewed as the natural extension to stable laws of the method used by Rényi [2] in obtaining a random central limit theorem. Indeed, the only “outside” theorems used are Kolmogorov's inequality (which Rényi also uses) and a general theorem on necessary and sufficient conditions for convergence of a triangular array. It will also be observed that in the present theorem, the consideration of random variables in the domain of attraction of a stable law of index α = 1, introduces no additional difficulties.
- Type
- Short Communications
- Information
- Copyright
- Copyright © Applied Probability Trust 1970
References
- 6
- Cited by