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Teoriya Veroyatnostei i ee Primeneniya, 1998, Volume 43, Issue 1, Pages 180–189
DOI: https://doi.org/10.4213/tvp937
(Mi tvp937)
 

Short Communications

On the characteristic function of the joint limit distribution of the first and second order power sums

Gy. Michaletzkya, L. Szeidla, P. Várlakib

a Department of Telecommunication and Telematics, Technical University, Hungary
b Department of Probability Theory and Statistics, Eötvös Loránd University, Hungary
Abstract: In this paper we investigate the joint limit characteristic function of normalized first and second-order power sums for a sequence of i.i.d. random variables with distributions belonging to the domain of attraction of an α-stable law for α<2. An explicit form is presented in terms of generalized hypergeometric functions when 0<α<2, α1, and that of Fresnel functions S and C for α=1.
Keywords: normalized power sums, domain of attraction of α-stable law, limit characteristic function, generalized hypergeometric functions, Fresnel S and C functions, Schrö, dinger equation.
Received: 10.06.1997
English version:
Theory of Probability and its Applications, 1999, Volume 43, Issue 1, Pages 126–134
DOI: https://doi.org/10.1137/S0040585X97976726
Bibliographic databases:
Document Type: Article
Language: English
Citation: Gy. Michaletzky, L. Szeidl, P. Várlaki, “On the characteristic function of the joint limit distribution of the first and second order power sums”, Teor. Veroyatnost. i Primenen., 43:1 (1998), 180–189; Theory Probab. Appl., 43:1 (1999), 126–134
Citation in format AMSBIB
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\by Gy.~Michaletzky, L.~Szeidl, P.~V\'arlaki
\paper On the characteristic function of the joint limit distribution of the first and second order power sums
\jour Teor. Veroyatnost. i Primenen.
\yr 1998
\vol 43
\issue 1
\pages 180--189
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\crossref{https://doi.org/10.4213/tvp937}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1669967}
\zmath{https://zbmath.org/?q=an:0929.60033}
\transl
\jour Theory Probab. Appl.
\yr 1999
\vol 43
\issue 1
\pages 126--134
\crossref{https://doi.org/10.1137/S0040585X97976726}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000079809600011}
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  • https://www.mathnet.ru/eng/tvp937
  • https://doi.org/10.4213/tvp937
  • https://www.mathnet.ru/eng/tvp/v43/i1/p180
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    Теория вероятностей и ее применения Theory of Probability and its Applications
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