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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1972 Volume 17, Issue 4, Pages 723–732 (Mi tvp4345)

This article is cited in 39 papers

On an extension of the class of stable distributions

V. M. Kruglov

Moscow

Abstract: Let $\{\xi_n\}$ be a sequence of independent identically distributed random variables. Put
\begin{equation} \eta_{nj}=\frac{1}{b_j}(\xi_1+\xi_2+\dots+\xi_{nj})\div a_j \tag{1} \end{equation}
and assume that
\begin{equation} n_j<n_{j+1}, \quad \lim_{j\to\infty}\frac{n_{j+1}}{n_j}=r\geq 1, \qquad r<\infty. \tag{2} \end{equation}

In the paper, the class of limit distributions for the variables (1) under the conditions (2) is studied. This class is shown to possess some properties of the class of stable distributions. A general form of the spectral function of distributions from this class is given (Theorem 1).

Received: 02.07.1970


 English version:
Theory of Probability and its Applications, 1973, 17:4, 685–694

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