Abstract
Motivated by and with the aim of generalizing (Bar-Lev and Enis, 1987), we identify various limit laws of certain centralizing transformations of families of random variables by establishing a nontrivial equivalence with limits of their Laplace-Stieltjes transforms evaluated at transformed values.
Original language | English |
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Pages (from-to) | 783-789 |
Number of pages | 7 |
Journal | Statistics and Probability Letters |
Volume | 83 |
Issue number | 3 |
DOIs | |
State | Published - Mar 2013 |
Bibliographical note
Funding Information:The second author was supported in part by grant no. 434/09 from the Israel Science Foundation and the Vigevani Chair in Statistics .
Keywords
- Bernstein functions
- Centralizing transformation
- Infinitely divisible distributions
- Small parameter behavior
- Small time behavior