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A kernel bound for non-symmetric stable distribution and its applications
Journal of Mathematical Analysis and Applications ( IF 1.2 ) Pub Date : 2020-08-01 , DOI: 10.1016/j.jmaa.2020.124063
Xinghu Jin , Xiang Li , Jianya Lu

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.

中文翻译:

非对称稳定分布的核界及其应用

摘要 我们将 [20] 中的不等式推广到具有 α ∈ ( 1 , 2 ) 的非对称 α 稳定分布情况,并将其应用于研究 Wasserstein-1 距离中稳定 CLT 的误差。请注意,此不等式与经典的 Esseen 不等式具有相似的形式。
更新日期:2020-08-01
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