Relative stability, characteristic functions and stochastic compactness

1 November 1979

journal article
research article
Published by Cambridge University Press (CUP) in Journal of the Australian Mathematical Society

Vol. 28 (4) , 499-509
https://doi.org/10.1017/s1446788700012635

Abstract

A recent result of Rogozin on the relative stability of a distribution function is extended, by giving equivalences for relative stability in terms of truncated moments of the distribution and in terms of the real and imaginary parts of the characteristic function. As an application, the known results on centering distributions in the domain of attraction of a stable law are extended to the case of stochastically compact distributions.

Keywords

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