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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, α≠1, 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
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
Linking options:
https://www.mathnet.ru/eng/tvp937https://doi.org/10.4213/tvp937 https://www.mathnet.ru/eng/tvp/v43/i1/p180
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Abstract page: | 260 | Full-text PDF : | 161 | First page: | 3 |
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