Nonuniform estimate of the rate of convergence in the CLT with stable limit distribution

1989 ◽  
Vol 29 (1) ◽  
pp. 8-17 ◽  
Author(s):  
V. Bentkus ◽  
M. Bloznelis
Keyword(s):  
Rate Of Convergence ◽  
Limit Distribution ◽  
Stable Limit ◽  
Nonuniform Estimate ◽  
Stable Limit Distribution

scholarly journals The local limit theorem for sums of random variables defined on a homogeneous Markov chain in the case of the stable limit distribution law

1961 ◽  
Vol 1 (1-2) ◽  
pp. 7-16
Author(s):  
A. Aleškevičienė
Keyword(s):  
Markov Chain ◽  
Limit Theorem ◽  
Limit Distribution ◽  
Local Limit Theorem ◽  
Local Limit ◽  
Homogeneous Markov Chain ◽  
Stable Limit ◽  
Distribution Law ◽  
Sums Of Random Variables ◽  
Stable Limit Distribution

The abstracts (in two languages) can be found in the pdf file of the article. Original author name(s) and title in Russian and Lithuanian: A. Алешкявичене. Локальная предельная теорема для сумм случайных величин, связанных в однородную цепь Маркова в случае устойчивого предельного распределения A. Aleškevičienė. Lokalinė ribinė teorema atsitiktinių dydžių, surištų homogenine Markovo grandine, sumoms stabilaus ribinio dėsnio atveju  

scholarly journals The multi-dimensional local limit theorem for the Markov chain in the case of the stable limit distribution law

1962 ◽  
Vol 2 (1) ◽  
pp. 6-8
Author(s):  
A. Aleškevičienė
Keyword(s):  
Markov Chain ◽  
Limit Theorem ◽  
Limit Distribution ◽  
Local Limit Theorem ◽  
Local Limit ◽  
Stable Limit ◽  
Distribution Law ◽  
Stable Limit Distribution

The abstracts (in two languages) can be found in the pdf file of the article. Original author name(s) and title in Russian and Lithuanian: А. Алешкявичене, Многомерная локальная предельная теорема для однородной цепи Маркова в случае устойчивого предельного закона A. Aleškevičienė, Daugiamatė lokalinė ribinė teorema homogeninei Markovo grandinei stabilaus ribinio dėsnio atveju

Local contractivity of the process of a player rating variation in the Elo model with one adversary

2015 ◽  
Vol 25 (5) ◽  
Author(s):  
Vadim A. Avdeev
Keyword(s):  
Rate Of Convergence ◽  
Stationary Distribution ◽  
Infinite Series ◽  
Limit Distribution ◽  
Rating Model ◽  
Upper Estimate

AbstractWe study the process of variation of a player rating in an infinite series of games with the same adversary in the Elo rating model. This process is shown to have a stationary distribution, an upper estimate of the rate of convergence to which is established. In a previous paper by the author, the existence of a limit distribution was proved under more stringent assumptions on the parameters of a rating model.

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