Domains of attraction for positive and discrete tempered stable distributions
Copyright policy )Domains of attraction for positive and discrete tempered stable distributions
Abstract We introduce a large and flexible class of discrete tempered stable distributions, and analyze the domains of attraction for both this class and the related class of positive tempered stable distributions. Our results suggest that these are natural models for sums of independent and identically distributed random variables with tempered heavy tails, i.e. tails that appear to be heavy up to a point, but ultimately decay faster.
- University of North Carolina, Charlotte United States
- University of North Carolina at Chapel Hill United States
- University of North Carolina at Charlotte United States
- University of North Carolina at Charlotte United States
Probability (math.PR), discrete tempered stable distribution, FOS: Mathematics, Infinitely divisible distributions; stable distributions, domain of attraction, Central limit and other weak theorems, positive tempered stable distribution, Mathematics - Probability
Probability (math.PR), discrete tempered stable distribution, FOS: Mathematics, Infinitely divisible distributions; stable distributions, domain of attraction, Central limit and other weak theorems, positive tempered stable distribution, Mathematics - Probability
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