Jin, Xinghu and Li, Xiang and Lu, Jianya (2020) A kernel bound for non-symmetric stable distribution and its applications. Journal of Mathematical Analysis and Applications, 488 (2). p. 124063. DOI https://doi.org/10.1016/j.jmaa.2020.124063
Jin, Xinghu and Li, Xiang and Lu, Jianya (2020) A kernel bound for non-symmetric stable distribution and its applications. Journal of Mathematical Analysis and Applications, 488 (2). p. 124063. DOI https://doi.org/10.1016/j.jmaa.2020.124063
Jin, Xinghu and Li, Xiang and Lu, Jianya (2020) A kernel bound for non-symmetric stable distribution and its applications. Journal of Mathematical Analysis and Applications, 488 (2). p. 124063. DOI https://doi.org/10.1016/j.jmaa.2020.124063
Abstract
We generalize an inequality in [20] to the non-symmetric α-stable distribution case with α∈(1,2) and apply it to study the error of stable CLT in Wasserstein-1 distance. Note that this inequality has a similar form as the classical Esseen's inequality.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Kernel bound; Stable CLT; Non-symmetric stable processes; Wasserstein-1 distance |
| Divisions: | Faculty of Science and Health > Mathematics, Statistics and Actuarial Science, School of |
| SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
| Depositing User: | Unnamed user with email elements@essex.ac.uk |
| Date Deposited: | 24 Jul 2025 14:27 |
| Last Modified: | 24 Jul 2025 14:29 |
| URI: | http://repository.essex.ac.uk/id/eprint/41271 |