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- Title
DOMAINS OF ATTRACTION FOR POSITIVE AND DISCRETE TEMPERED STABLE DISTRIBUTIONS.
- Authors
GRABCHAK, MICHAEL
- 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.
- Subjects
DISCRETE uniform distribution; RANDOM variables; PROBABILITY theory; MATHEMATICAL variables; UNIFORM distribution (Probability theory)
- Publication
Journal of Applied Probability, 2018, Vol 55, Issue 1, p30
- ISSN
0021-9002
- Publication type
Article
- DOI
10.1017/jpr.2018.3