Regularly Varying of the Normalizing Constants in the Theorem of Convergence to a Positive Stable Distribution
Year: 2025
Type: article
Abstract: This article examines the behavior of the normalizing constants in V. Feller’s theorem on the convergence of distributions for sums of independent, identically distributed random variables with heavy tails at infinity. It is proved that, in this setting, the normalizing constant is regularly varying at infinity.
DOI: 10.51408/1963-0131
Author: Robert Chitchyan
Institution: Institute for Informatics and Automation Problems
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: diamond
OpenAlex ID: W4411180304