A Note on Rate of Convergence in Probability to Semicircular Law
نویسندگان
چکیده
منابع مشابه
Rate of Convergence to a Stable Law
We consider the normalized sum of n independent identically distributed random variables Xi; i = 1; : : : ; n with the common probability distribution function F (x) and probability density q(y) = F (y). We suppose that the distribution function Fn(y) of the normalized sum converges as n ! 1 to a stable distribution or stable law. The only stable distributions are the normal distributions and t...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2011
ISSN: 1083-6489
DOI: 10.1214/ejp.v16-963