Limit Theorems For Sequences of Tempered Stable and Related Distributions

Details Limit Theorems For Sequences of Tempered Stable and Related Distributions Limit Theorems For Sequences of Tempered Stable and Related Distributions

2012-01-29

arxiv.org/abs/1201.6006v1

Mathematics

Probability

Scientific paper

In this paper we define the closure under weak convergence of the class of
p-tempered {\alpha}-stable distributions. We give necessary and sufficient
conditions for convergence of sequences in this class. Moreover, we show that
any element in this class can be approximated by the distribution of a linear
combination of elementary p-tempered {\alpha}-stable random variables.

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