References

RATE OF CONVERGENCE TO ALPHA STABLE LAW USING ZOLOTAREV DISTANCE: TECHNICAL REPORT


[1] V. M. Zolotarev, Approximation of distributions of sums of independent random variables with values in infinite-dimensional spaces, Theory Probab. Appl. 21(4) (1976), 721-737.

[2] W. Feller, An Introduction to Probability Theory and its Applications, John Wiley and Sons, 2008.

[3] B. V. Gnedenko and A. N. Kolmogorov, Limit Distributions for Sums of Independent Random Variables, Addison-Wesley Reading, Massachusetts, 1968.

[4] V. M. Zolotarev, Probability metrics, Theory of Prob. Appl. 28(2) (1983), 278-302.

[5] S. T. Rachev and L. Rüschendorf, Approximation of sums by compound Poisson distributions with respect to stop-loss distances, Adv. Appl. Prob. (1990), 350-374.

[6] J. Mijnheer, On the rate of convergence to a stable limit law II, Lithuanian Math. J. 26(3) (1986), 255-259.