Concepedia

Stable Limit Theorems

Stable Limit Theorems is a theoretical framework in probability theory that characterizes the convergence of normalized sums of independent and identically distributed random variables to stable distributions, distinguished from other limit theorems by allowing for heavy-tailed distributions and non-Gaussian limiting behavior.

263

Publications

12.2K

Citations

371

Authors

244

Institutions

Publications per year

2017–2026

17

Parents

Publications

263

Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance.

Thomas Mikosch, Gennady Samorodnitsky, Murad S. Taqqu · Journal of the American Statistical Association · 1995 · 1.4K citations

, , +14

G.Samorodnitsky,M.S.Taqqu:Stable non-Gaussian Random Processes--Stochastic Models with Infinite Variance

茂夫 竹中 · 数学 · 1996 · 560 citations

, , +12

Some theorems on stable processes

Robert Blumenthal, R. K. Getoor · Transactions of the American Mathematical Society · 1960 · 403 citations · Full text

, , +11

On the stability of the additive Cauchy functional equation in random normed spaces

Dorel Miheţ, Viorel Radu · Journal of Mathematical Analysis and Applications · 2008 · 372 citations

, , +9

On Mixing and Stability of Limit Theorems

David Aldous, G. K. Eagleson · The Annals of Probability · 1978 · 345 citations · Full text

, , +12

1–5 of 263

Authors

371

  1. AJ
    Adam Jakubowski

    Nicolaus Copernicus University, Poland

    7 publications · 279 citations

    7

    h-index

  2. ST
    Svetlozar T. Rachev

    University of California, Santa Barbara, United States

    7 publications · 209 citations

    7

    h-index

  3. TM
    Thomas Mikosch

    University of Copenhagen, Denmark

    5 publications · 1.6K citations

    5

    h-index

  4. MS
    Murad S. Taqqu

    Boston University, United States

    4 publications · 1.4K citations

    4

    h-index

  5. RB
    Robert Blumenthal

    National Institutes of Health, United States

    3 publications · 542 citations

    3

    h-index

1–5 of 371

Institutions

244

  1. Centre National de la Recherche Scientifique

    Paris, France

    6 h-index

    10 publications

    340 citations

  2. Nicolaus Copernicus University

    Torun, Poland

    6 h-index

    8 publications

    354 citations

  3. Institute of Mathematics

    Warsaw, Poland

    5 h-index

    6 publications

    209 citations

  4. University of California, Santa Barbara

    Santa Barbara, United States

    5 h-index

    7 publications

    259 citations

  5. Columbia University

    New York, United States

    4 h-index

    4 publications

    195 citations

  6. University of Pavia

    Pavia, Italy

    4 h-index

    7 publications

    106 citations

  7. Sorbonne Université

    Paris, France

    4 h-index

    4 publications

    172 citations

  8. Institut de recherche mathématique de Rennes

    Rennes, France

    3 h-index

    3 publications

    192 citations

1–8 of 244

Venues

  1. The Annals of Probability

    23 publications · 1.6K citations

    17

    h-index

  2. Stochastic Processes and their Applications

    12 publications · 411 citations

    12

    h-index

  3. Journal of Applied Probability

    JAP · 10 publications · 316 citations

    10

    h-index

  4. Statistics & Probability Letters

    9 publications · 171 citations

    9

    h-index

  5. Transactions of the American Mathematical Society

    TRAN · 9 publications · 842 citations

    9

    h-index

1–5