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Limit theorems for sums of random variables with mixture distribution
Statistics and Probability Letters. 2017. Vol. 129. P. 379–386.
In this paper, we study the fluctuations of sums of random variables with distribution defined as a mixture of light-tail and truncated heavy-tail distributions. We focus on the case when both the mixing coefficient and the truncation level depend on the number of summands. The aim of this research is to characterize the limiting distributions of the sums due to various relations between these parameters.
Keywords: Phase transitionФазовый переходcentral limit theoremцентральная предельная теоремаstable distributionsустойчивые распределенияmixture distributionсмесь распределений
Publication based on the results of:
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