Abstract:
The paper gives the necessary and sufficient conditions for convergence of distributions of random sums of independent random variables to strictly stable laws.
Keywords:
stable laws, Lindeberg condition, random sums.
Citation:
V. Yu. Korolev, “On the convergence of distributions of random sums of independent random variables to stable laws”, Teor. Veroyatnost. i Primenen., 42:4 (1997), 818–820; Theory Probab. Appl., 42:4 (1998), 695–696