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arXiv · 1809.10864

Approximation to the stable law by Lindeberg principle

Peng Chen·Lihu Xu
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Abstract

By the Lindeberg principle, we develop in this paper an approximation to one dimensional (possibly) asymmetric $\alpha$-stable distributions with $\alpha \in (0,2)$ in the smooth Wasserstein distance. It is the first time that the general stable central limit theorem is proved by the Lindeberg principle, and that this theorem with $\alpha \in (0,1]$ is proved by a new method other than Fourier analysis. Our main tools are a Taylor-like expansion and a Kolmogorov forward equation.

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Peng Chen, Lihu Xu. 2018-09-28. Approximation to the stable law by Lindeberg principle. https://arxiv.org/abs/1809.10864

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